What organisms are Chloroperoxidase enzymes found in?
It is only found in an ascomycetes which is named Leptoxyphium fumago, also known as Caldariomyces fumago. 

It isn't found in any other specie that we know of yet as searched on the RCSB PDB and Uni-Prot.

In researches that uses it they extract it from the organism, it is also available to buy from companies like Sigma Aldrich who extract it from the ascomycete too. 

Sources: 

Improvement of activity and stability of chloroperoxidase by chemical modification

Over-expression of chloroperoxidase in Caldariomyces fumago.

RCSB Protein Data Bank

Uni-Prot