So, who wants to know, and why?
I'm guessing a couple things that could be done (presuming it involves a case important enough for an agency such as the FBI to get involved - if it's just local police, they may not have the money to do such an investigation) is identify the manufacturer by the exact mix of elements in the metal, as well as the model of the chain by its exact size and shape.
You might want to read up on the Unabomber and what all was done in attempts to find him. I vaguely recall a few things, he (or someone?) supposedly made his own electrical switches, because anything bought at Radio Shack would be traceable (I don't know how). There were batteries used in some bombing or found in possesion of a bomber (perhaps Eric Rudolph?) that were (somehow, again I have no clue) traced to some retailer in Florida. These are things I heard in news reports many years ago.
This article may give you ideas, it has months and even years of fascinating police investigation condensed into a few paragraphs:
http://en.wikipedia.org/wiki/Pan_Am_Flight_103
and especially read the part on the
investigation.
I don't see this in the Wikipedia article, but I recall that one of the big lucky breaks for the investigation was that the plane's flight was delayed, resulting in it exploding over land. If the flight had been on time, it would have blown up over the ocean as the terrorists intended, making any investigation much harder.
I'd suggest talking with your local police department and see if they know any way to trace chains.
I have the idea that asking such questions of a police department, uh, might not be be advisable...