Most on here (that I've seen at least) are made of coroplast (corrogated plastic, think cardboard box material design, but plastic) sheets, usually with a coroplast "frame" underneath. Coroplast is easily obtainable from a local sign shop , usually in 4'x8' sheets. Typically they will also use some form of plexiglas in the center to maintain visibility. MetroMPG can tell you all you will ever need to know about how to do it, he's done it so many times I'm pretty sure he could build one while sleeping.
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