Building Modular Cave Terrain
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The most important thing you must do is plan ahead on paper.
Decide on how you want the edges to connect; do you want a flexible system where every edge connects to every other edge, or one with fewer connections. For instance, in my design, I have 3 edges of each board witha 5" opening in the center, and one that matches one other peice. This lets me build larger caverns if I want to, but I can always turn the non standard edges towards the table edge if I want. A diagram of this is below:
Once you decide on how the edges will meet, plan how each piece or pair (or whatever) of peices will look like; start from the conections you want to make, and draw out where the passages and rooms will be. Show changes of height with lines, marking how high each tier will be on the paper:
Once you have your peices planned, get your styrofoam together. There are many types, but you definately want something strong. You will likely be leaning on the pieces, and you definately do want something that won't deform much. Extruded foam can be bought very cheaply from a variety of manufacturers; I paid ~$12 for 24 sheets of 1/2" X 2' X 2' dense foam. It is not as strong as the rougher, open-celled foam commonly found in hobby stores, but it is much less expensive.
You first task will be to transfer the paper design onto a "template" sheet. Mark off all of the connecting passages first; lining up several template sheets to make sure each connection is matching correctly will help. Then draw the lines as indicated on the planning sheet, making sure to get the tiers numbered correctly.
Then cut out the first level areas from the template. Once these are cut out, lay the template pieces on another blank styrofoam sheet, being certain the corners are perfectly aligned. Trace the cut made on the template sheet on this first level sheet, then cut out those pieces outlined.
Cutting the styrofoam is most easily achieved with a hot knife; these are available in most hobby stores. They are essentially a piece of Nychrome wire stretched on a metal frame, with a battery or power cord. A sharp thin knife can work, but styrofoam is remarkably difficult this way.
Place this piece on a base piece of styrofoam. That is you first level! Now, cut out all of the level 2 sections. Trace the template onto another fresh sheet; cut out the patterns there, and lay it on top of the first level + base. Repeat until you have all levels done:
Once completed, you may want to trim up the edges of the levels a bit, especially where many levels rise up in one cliff face. If you will be covering the surface with plaster, putty or other thick covering, this may not be necessary.
There are a lot of different materials for coating the styrofoam; I used a mixture of 1/2 PVA glue (I think Elmers White glue works better, 1/4 flour, and 1/4 water (by volume).
This makes a fairly hard covering, but it is subject to cracking if you lean on it hard enough. Elmers is more durable; I used it on another piece of large terrain, with good success. There are probably other coating that may work better; Plaster, bondo, paper mache, etc.
More realistic interior modeling is certainly possible, or even "furnished" walls with carvings, fountains, tapestries, etc. I went for playability only.
Some thought as to what kind of game you want to play should be involved in planning; I have found the 5" passages as the main connections make "choke" points across the battlefield, that are too easily defended. My next set will certainly use wider connections, or 2 connections per side.