You want extruded styrene foam insulation board. Owens-Corning (carried by my local Home Depot) carries the 1" variety, tongue in groove, and is pink. Dow makes the blue stuff, and it comes in two varieties that I know of, Score Board and Square Edge. If you go to the manufactuer's websites, you can find information on both. The Square Edge and Score Board come in thicknesses from 1/2" to 3". They do not have the thin plastic film on them. Score Board is different from Square Edge in that Score Board has scoring marks every few inches, lengthwise, to make cutting quicker.
I've seen the green, but don't know who makes it.
If you can get a good price on it, I think the 1" is more versatile than the 2" because I've found with the 2" there are some differences in thickness between boards (1/16 to 1/8") which can cause some alignment problems that need to be dealt with. 1" is also quicker and easier to cut. Also, unless you're doing mountains, 2 or 3 plies of 1 inch foam equals roughly 14 to 21 scale feed (HO), which is a nice-sized ditch or ravine or hill.