Sorry yes, depleted uranium. Tugnsten also comes close, but not close enough to get it perfect. If you can accurately measure density you could still detect that.
The question I suppose is does anybody measure density carefully enough to detect tungsten, and if not, should they be?
EDIT: I think you meant Tungsten, also known as Wolfram (symbol W): http://en.wikipedia.org/wiki/Tungsten
Gold: 19.30 g/cm3 (http://en.wikipedia.org/wiki/Gold)
Wolfram: 19.25 g/cm3 (http://en.wikipedia.org/wiki/Tungsten)
EDIT2 (I can not reply to your reply): So you meant Depleted Uranium (http://en.wikipedia.org/wiki/Depleted_uranium)
Depleted Uranium: 19.1 g/cm3
So Wolfram is a better substitute for Gold, in terms of density. I do not know about prices or other physical properties.