Keeping this page maintained with links and info was an impossible task that I severely underestimated when I came up with that idea. So I am updating it wish this basic info that should get you on the right track, wherever you may live:
XPS (Insulation Foam) – Extruded Polystyrene is the proper name for this foam and is often abbreviated as XPS. It is most commonly sold as insulation for homes and buildings. Many different brands make this product and the brand names will change depending on country. DOW and Foamular by Owen Cornings are the most prevalent in North America and Styrodur is a popular brand from Germany. But there are many more. The colour is irrelevant and is typically just used as an identifier for each brand. You can find it in pink, blue, green, yellow and probably more. The biggest difference between varieties is density. The denser the foam, the better it takes impressions. Generally each brand makes a variety of densities, but you may only be able to find one or two options for purchase at the consumer level.
As this foam is sold for insulating houses you will find it sold at building material stores. In places like North America this will be Home Depot, Lowes, and similar. Usually stores will stock just one brand.
Whatever country you are in try your local building material supply store. Ask for it correctly “I’m looking for extruded polystyrene insulation foam”. If they don’t know what you mean try “insulation board”. In Canada a nickname for the stuff is “SM”, but there could be other contractor nicknames in different places.
This product may be harder to find in more temperate climates that don’t need to insulate for extreme cold or heat, and may be regulated in some areas and harder to find (example California). In some regions where it is not common as wall insulation you may find it sold as an underlay for flooring.
It is made and sold in a variety of thicknesses, commonly from 1/4″ to 4″, but again this availability will vary by region. It’s quite common in colder places like Canada and northern USA to find multiple thicknesses available at Home Depot but in other regions you may be limited to just 1″.
In some regions it is shipped with a think plastic film to protect it during storage. If yours has this, you will want to peel it off before working with it.