We describe a new experimental setup for the production of samples of metal clusters embedded in matrices stable at ambient conditions. The cluster ions are generated in the gas phase and codeposited fragmentation-free together with the evaporated matrix. Mean cluster sizes range from a few to many thousands of atoms. For small clusters (n<20) mass selection is possible; larger clusters are deposited in narrow size distributions. Matrix materials include metals (Cu and Ag) and oxides such as quartz. The performance of the apparatus as well as sample characterization procedures are described. We show first results on the magnetic properties of different cobalt cluster size distributions (〈n〉 = 15,600,2300,6500) embedded in copper matrices, demonstrating intercluster as well as cluster-lattice interactions.