There are various Brands which make In-Wall and In-Ceiling speakers for Home Theatre and Music Application, now first thing which is to be considered is the room dimension and then the wall depth as most of these In-Wall installations require 9" brick wall and in case of its non availability a false wall is created in front of the real wall and then speakers are installed into it. Also these are 2 types of speakers one type consists of sealed inclosures which are generally expensive and the other type consist of just the speaker for which a box is made with MDF and then it's filled with glass wool, now in the 2nd case we have to take the volume requirement of that particular speaker.
I have done couple of projects in which I have done In-wall speaker installations using PSB Speakers.
Almost all the major speaker brands have them under custom installation category, so look there any then decide as per your requirement and budget.