Plaster of paris. You can buy it at hardware stores. I prefer a non-toxic clay 'slip' - clay diluted in water and brushed on with a soft brush - but work quickly to get the plaster on before the slip completely dries. *CAUTION: plaster gets HOT while hardening and can burn skin or potentially ignite paper or other flammables. Medical casts are applied on top of layers of bandages thinly, not next to the skin!*