Shrinky Dinks

http://diela-kcdesign.blogspot.com/2009/04/how-to-make-your-own-backstrap-loom-for.html

FYI: #6 Plastic is the same as Shrinky Dinks

String heddles on a frame and use just like a rigid heddle

http://www.youtube.com/watch?v=u9orgl9rW_8

Plastic Jugs

http://www.instructables.com/id/Make-a-Frame-Loom-for-Weaving/step6/Heddle/

Popsicle Sticks

http://bobscrafts.com/bobstuff/backstrp.htm

Another way with Popsicle Sticks and Other Materials

http://www.instructables.com/id/Popsicle-sticks-Slot-Eye-Reed-for-weaving-high-/

Wires in a Frame

http://www.flickr.com/photos/archivistontheedge/2402542800/in/photostream/

I will add more as I find them...