There are lots of DIY ones that people have made on here. They range from as simple as a cardboard box with lots of crumpled paper. And can be as fancy as a custom wood box with clay on the inside to adsorb the energy from the BBs.
I forget who it was, but someone on here made a nice fancy wooden one like that and used a clip board with a square cut in it to hold targets.
EDIT: It was like this