Aircraft Spruce sells all types of composites (fiberglass, Kevlar and carbon fiber) as well as epoxy resin and vacuum bagging supplies. They also have a good supply of 4130 steel tubing and metal sheet stock.
Atlas Foam carries all kinds of foam materials suitable for making costumes and props.
Inventables sells all kinds of materials- everything from ABS to Delrin to carbon fiber. Smooth-On carries just about every kind of molding/casting silicone rubber and resin there is.
Sugru is an extremely useful multi purpose rubber putty.
DragonPlate carries all kinds of carbon fiber tube and sheet stock/laminates.
Metal Supermarkets- Supplier of metals for U.S., Canada and the U.K. They have multiple retail stores as well as online sales.