You can get the sheets of foam from most any hobby & crafts store. Hobby Lobby, Michaels, JoAnn Fabrics & Crafts, AC Moore and others carry it. Even some Walmarts have it. I buy it at a JoAnn's Fabric or Michaels. Many colors and most will be 2mm thick. I've bought it 3mm & 6 mm thick too. The sheet sizes will vary too. I've bought in 8 1/2 X 11, and in larger sheets, and have seen it in smaller sizes as well. Some places carry single sheets & some carry it bundled. You just have to look around until you find it.
You can make simple, Banger type poppers & sliders from most anything, such as cork, balsa, and many types of foams. Closed cell foam is what most folks use. Just make some cylinders, wrap them with one of the various Flash tapes, like what Witchcraft Products sells, coat them with epoxy & you have a very simple, yet durable & productive fly.
Popper made with a cork bottle stopper.
Poppers & Sliders made with various preformed bodies.
Banger type, made with a foam cylinder. This one has a rattle in the back of the body.
Gurgler, made with sheet foam.