Of the current production pistols, only the HK45 series and the USP and USPC series can be freely converted among variants without voiding the warranty. Assuming HK has the parts in stock, I believe they can do this at the factory if you send it to them. There are also folks on the site that can do the conversion as well.
EDIT: Just to clarify, if you have a P-Series pistol that is either a V1 or V2 and you want to swap it to a light or heavy LEM, this is fine. But with those pistols, it is not sanctioned by HK to swap a DA/SA to an LEM, and it is impossible to swap LEM to DA/SA due to the way the slide and frames are cut differently between V1/V2 and V3. Hope that makes sense.