Foamies

From CosplayWiki

Foamies are thin pieces of foam you buy from the fabric store. They are called foamies because thats the brand of foam. They are usually 2mm-6mm thick and are commonly used for the base for armor. Foamies are easily cut with a pair of scisors and can be heat formed with a heat gun or holding it above the stove.

Many times you can just paint directly on the foamies or cover them with something sturdier such as polystrene plastic.