I made some gauntlets for a Captain America costume I put together. They were from EVA foam.
To get them to stay on I made straps from nylon webbing, and then I used some plastic "keepers" that I mounted to the EVA foam.
The keepers are these types of things here:
http://www.strapworks.com/Plastic_Keepers_p/pk.htm
To get them to stay attached to the foam, I thoroughly sanded the side of the keeper that would need to be attached to the gauntlet. Without sanding, I found it very difficult to get ANYTHING to glue to them at all...it would just peel right off. After sanding, they have a lot more "bite" if you will.
I then used some Bob Smith Industries 2 part epoxy to attach the keepers to the foam.
https://www.amazon.com/Bob-Smith-In...id=1477863452&sr=8-14&keywords=two+part+epoxy
I personally like the slow cure stuff, it gives you more time to work with it. Keep in mind (and I may be preaching to the choir here) that the time that is on the bottle for the epoxy is the time you have to work with it BEFORE it starts to set...it's not the total set time. So the 30 minute stuff will give you a decent amount of time to work with it before it starts to set...but will still need a good 24 hours to cure.
I made these gauntlets in May of 2015, and I haven't had a single instance of any of the keepers coming loose or needing to be reattached to the gauntlets.