Columbia University lets you get a masters in Operations research through their distance learning course cvn. Although the degree states that it is for Operationsresearch you can take a fair amount of the same courses as the M FE students. I have taken most of their courses and they are identical to the courses that the on-campus students take. check out
www.cvn.columbia.eduThey have free previews of many of the courses/try FE 2 or the Monte Carlo courselater..