Acid Doll: Vintage Hairstyle - Sponge Rollers wet set (use the clip trick one the top rollers to avoid dents)
Marty's Musings: Hair Solutions: Fast and Easy Using Sponge Curlers
Girls Hair Styles - How to use foam, hot and wire curlers for different effects.
Longqi Beauty Spiral Hair Foam Curler Roller SetTwist Curls Flex RodsPack of 30 Hairstyle Foam Curler Tool (30pieces)
Could also do this with a giraffe