I've seen these magnetic Scrabble pieces in magazine pictures... but I've also seen how expensive they can be to buy! So I purchased a second-hand Scrabble game on ebay for about $7 and made them myself.
The backs of the letters are hollow, so I used a couple of pieces of double-sided padded sticky tape before attaching the magnet. It took a little bit of time to do this to each one, but I just did them in the evenings when I was watching a bit of telly. This is what each letter looks like from the back:
They are great on the fridge or the dishwasher or the washing machine... and as my children grow and begin reading, the lettering will be used even more!