is there any relatively cheap lathe out there that runs on 110, and can cut threads in 4130 tubing relatively easy?

Look at the Haas TL-1. It runs on single phase power, and so you can use a step up transformer to change 110 to 220. If you are using this at home, most house power is 220 single phase that is advailable at the meter box. You can get pricing for this machine at www.haascnc.com.

What is the workpiece size? How long are you willing to spend cutting the threads?