Here, it's called sheet styrene. Most of it comes in construction type thicknesses, though...nothing you'd be able to use for modelling. I went to Home Depot and found 1'' thick sheets to be the thinnest they had. I know nothing about construction though, so I have no idea what it's actually used for. The 1'' thick one might be good for making a bunker or something out of though. It's thick enough that you could cut into it and make sloped armour.
The best place to get it in bulk is a model train store. Apparently, you need a huge amount of it for laying tracks. I don't think it's any cheaper to buy it in bulk than one sheet at a time and use it as needed though.
The best place to get it in bulk is a model train store. Apparently, you need a huge amount of it for laying tracks. I don't think it's any cheaper to buy it in bulk than one sheet at a time and use it as needed though.