Some high performance analogue chips absolutely need very close tolerance on their resistors, etc. A/D and D/As particularly. This is less of a problem now with delta-sigma modulators, but before high performance digital filters were available, these devices really did need resistors with better than 0.01% tolerance.
It's done with 'laser trimming'. Essentially, the original resistors are made with a deliberately low value. Then, when the die is undergoing testing, the individual resistors are measured and bit-by-bit burnt out with a laser until the values are exactly right. However, this is a specialist process and is expensive, so is normally reserved for high-performance chips.