I made another one a couple weeks ago. I used a strip of a Pendleton blanket. The crafters cut them up to make pillows and handbags and there are often long, skinny leftover strips for sale reasonably cheap on eBay. I guess they can't think of much to do with them, but we certainly can. :)
I lined it with a sheep-y piece of acrylic upholstery fabric for more padding that I got out of the bargain bin at Hancock Fabrics for $3.00. You could also use more blanket fabric, but I didn't have enough and kind of liked the look of the cuff folded over at the back end. You could even toss in a layer of coated nylon or vinyl between them if you wanted it waterproof.
The others I've built used 31 oz. coat wool (like Melton, only heavier, about blanket weight) on the inside and then suede-like upholstery fabric from the bargain bin on the outside. The outer shell then got sprayed well with 303 Fabric Guard and they are essentially rain-proof. You can either make them straight and just let them bend, like the blanket bag, or piece them together to fit the shape of the gun better like the others, depending on how much fabric you have to work with and how much energy you have.
I overlock the two layers together, machine stitch them together with the seam allowance on the inside and haven't found anything I like better on the back end for closing them than a cord or thong wrapped around the end and tied - but there are endless other possibilities that would work just fine. They could also be sewn using yarn and a blanket stitch by hand (like a capote) or various types of stitching and lacing.
WOW those are cool