Any Hobby store, or a store that carries hobby craft supplies. Michael's, Hobby Lobby, Walmart, K-Mart etc.
Our club mainly use "foamies sheets". It comes in different colors and thickness. It is light weight and can take a beating.
That's EVA foam, some of it holds up better to getting shot than others. It also matters what you shoot it with. Sounds like it holds up better to Big Gun than Fast Gun cannons.