Try interlocking cardboard or interlocking puzzle. I usually see small dinosaur puzzles using this method, not too many out of cardboard like this one.

http://bp2.blogger.com/_UOC3TT81i8k/RbVI...enius+jones.jpg

I know exactly what you're describing, because in college my roommate made a half-lifesize 3d rhino from corrugated cardboard. A half-lifesize rhino is still pretty large, it was the size of a small horse, and sat in our living room for about a year. I think it probably weighed about 50 lbs or more. I was always tempted to hop on and take a picture.