Peg board (Size is up to you. We used a leftover piece we had on hand).
Nuts and bolts (We used 32 x 1″ and they seemed to fit perfectly).
The piece of peg board we had was white in color. If you have a piece that is brown or another color I suggest painting it white. My daughter is using rubber bands here, however, I plan on giving my 16M old a go at this with some soft hair ties. I also skipped every other hole when putting the bolts in.