Sure I know foam is already bendable and twistable, but unless most of the edges of the foam are glued to something, the foam will not keep its new bent.twisted possition for long. I myself have the same problem.
I have been trying to figure out how to do wall-e's eyebrows.
I mean sure I can make them from foam, but like I said, I can not get the foam to keep the same shape. If I heat the foam and bend it then cool it it will be ok but any form of heat and they will just revert back to their normal shape.
So I guess I could use some other material, but I do like foam!.
So here is how I got around it.
I used the thin craft foam. Got some strips of bendable wire. This wire came from some fake flowers it was the stems. I got the hot glue nice and hot so it was spreadable, I put some hot glue on the foam, then spread it around. I then layed the wire on and layed another piece of foam on top. I pushed down to make sure the two pieces of foam glued well. Once dry.... You now have bendable/twistable foam that will keep its shape until you change it.
Here is a piece I made just to show how well it keeps its shape. And then you can just straighten it back out again.
I am not sure what use this will be to others but for Wall-e`s eyebrow`s it works great. I may even use it for his figures so I can pose them.