We did this at TechShop Menlo Park. http://www.techshop.com
Expanding foam is fun to play with but not that easy to get rid of when you don't like it any more. Lucky for us steal horseshoes withstand high temperatures of fire so we are burning it out.
Step 1: Assessing Foam Situation
After days of picking at it we realize more dramatic measures will have to be taken.
Step 2: Location
We found a wide open space at the TechShops out door back area and hung the sculpure off a chain on the heavy wight support so we don't send to much heat to the ground made of tar and fumes when heated. Torch got hooked up to a propane tank.
Step 3: Let the Fun Begin!
Wearing proper clothing and face protection burning is great fun. If you happen to be burning foam be aware most foams release toxic fumes when burnt. Let those around you know so they have a choice in protecting their health and don't make this into a hobby. If you do please choose non toxic corn starch based foam which produces no toxicity.