...Or you could make one yourself!
Step 1: What you'll need
Some scrap fabric (preferably lightweight nylon)
Needle-nose pliers (maybe)
Step 2: Cut the fabric for tail
I sewed various pieces of scrap fabric together so there were three separate sections, and then trimmed the whole thing to the right dimensions. (An easier way would be to just use one whole piece of fabric to begin with.)
Having sections in the tail with varying colors is nice if you plan to play a game like 500, because it allows for different point values based on where you catch the foxtail. For example, catching the ball itself is worth 25 points, the first section is worth 50, the second section is worth 75, and smallest tail section is worth 100. (I recommend this point value arrangement, as the farther from the ball you try to catch it, the more difficult it is.)
("500" is a game where one person throws (or bats) a ball to a group of people, and individuals try to catch the ball in order to get a specified amount of points. The first one to reach 500 points becomes the thrower, and everyone else's points go back to zero. That's the basics--there are lots of variations.)