Hobby Lobby and Wal-Mart both carry shrink wrap. It's in the gift wrap section at Hobby Lobby, and it's with the baskets and floral stuff at Wal-Mart. It's the same brand, so of course, Wal-Mart is a little cheaper.
I saw some at Michael's when I was looking for gift wrap...they have it in rolls and in small bags that you wrap your item with and then use the hair dryer to shrink. Best of luck.
I got mine at a company that sells moving boxes and other moving supplies. If you have a Container Store near you, they have it, too. It's about four inches wide - perfect for the sides of the dummies. They actually call it stretch wrap. It comes on a roll with a little cardboard handle sticking out of it. You can stretch it around the dummies and then apply a little heat to snug it up and neaten it. Works great.
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