There are a few ways of doing it. Are you looking for a brief pulse of 30kV or continuous (albeit very low current)?
Brief pulse: charge capacitor w/battery, discharge capacitor through a transformer.
Continuous: Use an oscillator and a transformer.
Needless to say, the amount of current you'll get at 30kV will be only a few microamps at best, or milliamps using the capacitor pulse method (this is similar to how xenon camera flashes work). Actually, xenon flashes use a combination of the above two: an inverter charges a cap up to a few hundred volts, then the cap is discharged through a coil that bumps the voltage up to several thousand volts to ionize the gas in the flash tube.