Checked and Embroidery Library has a few.
I just did a search on "high heels" http://www.emblibrary.com/EL/Defa...
Christi has a high heel free design:
Designs by Sick has some
Gorgeous stitches has lots of them. Sally King's designs at FBC are fanciful and Kreations by Kara has some that are also wonderful. Deanna in Seattle