The Foamory - EVA foam is pretty much the standard now for making cosplay armor but it has a lot of applications in cosplay. The Foamary has you covered with all the basics.
Worbla - The thermoplastic material with limitless possiblities. Ready to take cosplay armor to the next level? Thermoplastics can take it there. Worbla is a brand name thermoplastic that is considered one of the best.
Cosplayflex - They claim to be the best thermoplastic cosplay & creator supplies you've ever used.
Cosplay Thermoplastics @ Blick - Blick is a fine art chain of stores that has been around for over a 100 years. A great place to find all kind of supplies.
Cricut - is a brand of arts & crafts cutting machine that can cut vinyl, iron-on, cardstock, and more. It can have useful appliactions in cosplay.