I know these costs from direct experience. I also know that insurance coverage for this cost varies widely as well.
My entire family had a nighttime (meaning the family members were in bed asleep) exposure to an untested bat. Following the U.S. Center for Disease Control and local health department guidelines, plus the advice of infectious disease MD specialists, we had to receive both the immune globulin and rabies vaccine. These costs were not covered expenses under my (otherwise pretty solid) medical insurance plan - we wound up having to pay approximately 30% of the total cost.
In the end, I felt fortunate that at least our insurance kicked in to cover 70% of the costs and that we were in a financial position that allowed us to pay the low five-figure out-of-pocket expense for our treatment without undue hardship.
I'm actually debating keeping our vaccinations up-to-date going forward - I think the booster vaccine, while still uncovered by my medical insurance plan, is relatively low cost and incidences of rabid animal encounters seems to be steadily rising in my home state.