Vacuum forming is a technique of using negative pressure to pull a sheet of softened plastic (usually) over a form to produce a smoothly molded part. It can be tricky to get right, but the basic tools are readily built in the home shop. Watch these videos for a good introduction to the process:

Homemade vacuum forming a helmet by uiproductions

How to build a vacuum forming machine including my easy heating solution by James Bruton

How to make a simple vacuum former by I Like To Make Stuff

How To Vacuum Form in 3 Easy Steps by WidgetWorksUnlimited

Home-made Vacuum Forming Rig by omegageek64

Homemade Vacuum Forming Plate by electronicsNmore