Although the term igloo actually refers to many different houses used by the Inuit, most people use it to refer to dome shaped snow houses. Igloos are made by cutting out and stacking bricks of compacted snow into a shelter. The snow acts as an insulator, and the inside temperature can actually be fairly warm.
Things You'll Need
Get Styrofoam that is as dense as possible. The denser it is, the less it will flake when you cut it.
Cut several fairly large blocks of Styrofoam with a fine-toothed saw to build the base. A hacksaw will work well.
Build a circle from those blocks. Then, cut out several slightly smaller blocks and stack them on top of the circle and slightly inside of it to start to make a dome shape.
Glue the smaller blocks to the bigger blocks at the bottom, but leave one of the blocks unglued. Once the glue is dry, remove the loose bottom block to create an entranceway.
Keep cutting, stacking and gluing smaller blocks until you have built a dome. Your igloo should take 4 to 5 layers of blocks to build.
Cut the extra block from the bottom in two, and glue one half in front of each side of the entrance way. Cut another block to fit over the two. You now have an entrance tunnel for your igloo.
If you are making a small model igloo, you can use toothpicks instead of glue to hold the blocks together if you prefer.