More common for the home hobbyist is plastic vacuum forming, especially for the model maker, though a large variety of items can be produced. I have two books on plastic vacuum forming, both written for the home hobbyist.
The first "A Plastic Vacuum Forming Machine" is the more advanced of the two and will take you through a complete build of a advanced machine capable of large work. Written and built by Vincent Gingery in 1999, it follows in the footsteps of his other well documented builds.
Heres a picture of one successful builders machine.
The second book "Do It Yourself Vacuum Forming" is much lower tech. and aimed at the novice interested in making model parts and other small items. No large expense here, Douglas Walsh the author, shows you how to set up with common items at low expense. Written in 1990 you will find easy clear instructions.