Crayola's air dry model magic is what I made Dan's horns out of. I have a few extra pairs I just made to use it up that are different sized than his. :!: If you're not allergic to latex, I highly recommend it as a way to go that doesn't involve tying them onto your head. Form them, let them dry, then you can carve if you want with a sharp exacto for a more bone look, or just paint them that way. Acrylic paint (like the craftsmart stuff from michael's) works very nicely, and when sealed doesn't bleed or run.