If you REALLY want one, you will pay through the nose for it. I will tell you that, as of a couple of years ago, there were NO EMP protected laptops available.

The way that you protect something is to completely enclose it in metal or ITO (Indium-Tin-Oxide, clear for covering laptop screens).
Then you have to keep metal caps on every I/O port, or put big-ole beefy diodes on every line into or out of the computer.

Simply stated, it is expensive.

This company specialized in computers that are Tempest-hardened, and I know that they have some experience with EMP.

http://www.hetrasecure.com/

But don't call unless you are serious about purchasing something. I don't know prices, but I would expect to spend a few thousand above a similarly-priced commercial laptop.