Where do I buy thick high-density foam for crafts????

I need some really thick and sturdy foam, so I can make my little dogs one of those step ladders to get up on the couch and bed. I just can't seem to find it in stores, their stuff isn't NEARLY dense OR thick enough. I guess 3"-4" would be ideal (or even as much as 6" thick would be OK). Can anyone direct me to a store (online is OK too) where I might find it?

Thanks, our pups appreciate it!