Look at almost any Super Hot Sauce and you will come across Oleoresin Capsicum or Chilli Extract. This is a concentrated extract from the fruit of the chilli plant.
To made this you mix an organic solvent (commonly ethyl alcohol) with the chilli mash, extract the liquid and then gently heated to evaporate away the solvent leaving behind just an oily red mixture that contains the capsaicinoids and colorants.
Basically the hotter the chilli the hotter the extract, that is why an Naga Jolokia oleoresin has become the gold standard.
Hot sauce manufacturers use Oleoresin to add a controlled amount of heat to their products, but most just use it to make grown men cry.
We used to sell a 6.4 Million Scoville Unit Oleorsin in a 15g bottle, luckily a number of companies supply Capsicum Oleoresin ready for you to add to your own sauces.