I've made a pillow out of a box wine bladder by heat sealing a seam or two down the length of it so it wasn't too thick when inflated. However, it really wasn't as comfortable as commercial offerings. A different seam pattern might work better, but...

If I were to get really serious about making my own, I'd try TPU coated ripstop. You can order it from diypackraft.

Good luck.
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