I used a poster frame from Walmart and I bought felt from a fabric store. I spray glued the sheet of felt to the cardboard in the frame and then cut out some shapes. It was super easy and cheap. The one I made is 16X20.
There is way too many screws holding this frame to the wall but Wy kept getting his little fingers behind it and pulling it off the wall. He can't now .. lol
We have made many more shapes, animals and letters since I took this picture. I use coloring page templates off the internet, print them off and cut out the shape on felt.