Gold is made in supernovae. How close are humans to doing that? Or is it even possible to do that unless gravity is absurdly high?
Gravity is not needed in any way (it only helps to increase the pressure inside the stars but the pressure may be "mimicked" in other ways) and the energy needed for these transmutations isn't extremely high. It's just the nuclear energy conditions. See
Consequently, one may produce gold in accelerators or nuclear reactors. Mercury is the cheapest element that may be used as the raw material. In the case of nuclear reactors, one may bombard it by slow neutrons. It's been done since the 1920s but the resulting gold isotopes were unstable i.e. radioactive.
Today, we may probably produce some stable gold, too.
One more or less creates one nucleus/atom at a time. It's extremely expensive, vastly more expensive than the market price of gold.
Just to expand on the stars->gold thing.
The lightest elements (hydrogen, helium, deuterium, lithium) were produced in the Big Bang nucleosynthesis. The temperatures in the early universe were so high that fusion reactions could take place.
Nuclear fusion in stars converts hydrogen into helium in all stars. More massive stars have further reactions that convert helium to carbon and oxygen take place in successive stages of stellar evolution. In the very massive stars, the reaction chain continues to produce elements like silicon up to iron.
Elements higher than iron cannot be formed through fusion as one has to supply energy for the reaction to take place. However, we do see elements higher than iron around us. This formed in a supernova explosion. Neutron capture reactions take place (this is not fusion), leading to the formation of heavy elements like gold.
Here on Earth the only way to make gold is using an accelerator to transmute another element into gold. But I doubt it is economically viable as Lubos mentions.