Are there any chess sets with more than 32 pieces?
The thing I know exists is a set with an extra queen each, so 34 pieces:

https://www.chessbazaar.com/tournament-series-staunton-chess-pieces-with-german-knight-in-sheesham-box-wood-3-7-king.html

This should cover like 99.9% of all games.

If you want more (actually an extra Knight/Rook/Bishop might be needed in very rare situations), you can look for single replacement pieces. Those can be easily found on google for popular chess designs:

https://www.chesshouse.com/collections/wooden-chess-pieces/products/single-standard-wood-chess-pieces