These were originally included in the tech package (Gen 1 Fog lights). They were removed in Feb-2013 and then a newer improved Gen 2 Fog lights were made available as a separate option. The Gen 2 fog lights provide a better-focused beam that is low and wide. Having Fog lights still requires Tech Package and cannot be retrofitted if the car does not have the Tech Package.
Adding or Upgrading from Gen 1 to Gen 2 fog lights is $2000 (From Tesla, April 2014). The parts replaced are the entire side assemblies which include the side reflector turn signal light, the cornering light, and the fog light. Check with a service center for current pricing, which may vary by region.