A lot of the items in the photo resemble sports equipment.... though the black corrugated thing on that person's shoulder looks like something from the plumbing dept at Home Depot.
Too bad Wacky Willy's is closed - that place always stocked the odd bits of plastic that you could cut up to make costume things.
I'd recommend looking through various flea markets & second hand shops to see what stuff they have (a friend of mine made the Chii ears from the bottoms of a pair of shampoo bottles) and then stop in the hardware store / home depot and get the rest.