You can use Sisal twine unraveled, or Jute, or any of a dozen fibers you can find at the local craft store. Loren's trees are the classic "Fuller Brush Tree" made by model railroaders for the past 50 years.
Wire, glue, fibers of choice, another wire, and twist while chucked in a drill. Cut to shape, spray paint and dip in dyed sawdust for old school, or different shades of ground foam for the current standard. Overcoat with cheap hairspray.
Another popular tree of past days is toothpicks or bamboo skewers through chunks of evaporative cooler fiber or furnace filters. Again, cut to shape, spray paint and dip ground foam, then overcoat with cheap hairspray. ;D