There are Internal Auditor courses. In fact, if you visit the pdf files directory here on the site there are two auditor classes. I only give courses in-house but I believe there are public courses. Well, I KNOW there are. The AIAG, for example, has a 3 day course for US$795 - Call them at 248 358-3003.
I do QS internal auditor classes as well. both inhouse and public workshops. We bring them where there is a need, as requested. My QS expert does all the supplier & Internal Audit Training for Ford,UK and our course is quite similar. Very often requested by ASQ to do these as they have become quite popular here in new england.