I guess you have problems here because in Alladin, the men have to hide in them.  Gee!
If you need this sort of strength, start with the large beach ball as Tammy suggests but cut pieces of corrugated card (as used to pack washing machines etc.) and tape them around.   Use plenty of glue to join about three layers, binding them with masking tape; then laminate about 8 layers of alternating bond and kraft paper.
Hopefully that would be strong enough.  I've never actually done it but I think it should work.  Let us know please how you get on.
DavidO :shock:

Chicken wire frames could be make the shapes you want very easily but care needs to be taken if this is a project involving children.  I have never been able to work with chickenwire without making my hands bleed.