I've seen things made that way, VTam, but not very cheap, at least not here. I did see a very creative way some folks used old doors for a corner privacy spot in their yards. They hinged them all together, after painting them all kinds of colours and designs, then stood them across the area in a slightly wavy line. It was really neat, but too bulky etc. for inside, of course.

Large sheets of art paper make beautiful screen material, too. I have them pasted to the bottom halves of our windows, for privacy, but a screen made with thin strips of wood and hinges would be lightweight and easy to do.

Here's someone who tells how to make one using cardboard! CLICKETY