There's nothing particularly special about harbor freight other than they sell a lot of stuff cheap. The 405ths favorite item there is their foam tiles, but there are other places you can order foam as well. I believe foamfactory has some cheap closed cell eva foam that's similarly priced
Cheapest I found was on Amazon/Ebay, I was rather picky about the backing texture though so I eventually moved to a supplier I met at a Con who have now closed.
Halfords is also a very good shout! I've seen a mate clear them of enough foam for a Space Marine for about £100