All pro mics will record something up above 20k, and some mics will record a heck of a lot up there. The only thing is that what gets recorded up there may not be linear, but when you're talking about pitch shifting and sound design that's less of an issue IMO. Also, only certain things really do a whole heck of a lot up above 40k. Most living things really can't generate frequencies up higher than that. Metallic and electronic things can though.
I have great success with the built in electrets on my PCM D50.
Here's a recording of a metal spinning gate captured with the D50 and slowed down to 20%. You'll notice that it still sounds pretty full res, even though I've slowed down enough to pull all of the ultrasonic info down well below 20k.
All that said, extended frequency rated mics certainly can produce comparatively nicer results way up there.
Here's a test that Frank Bry did with a 416 (rated to 20kHz) and an 8040 (rated to 50kHz)
source and pix here