There's lots of different kinds of foam. The kind you want, as Skiff has already said, you can get from a camera shop, or maybe an upholsterers or haberdashers. If you really want to get expensive you can shop around for some Dunlopillow, which is used for upholstery, it is really good but degrades after a few years.

There are a couple of other common kinds of hard foam. Styrofoam, which is soluble in gasoline (petrol) and urethane foam which is often used for shipping odd shaped items. Urethane foam can be bought in small cans at hardware stores and is OK is you want to pack something for shipping.