...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.)
Step 3: Sew the tail
(You may notice that your piece of fabric is now a right triangle. If you're worried that it will sit crooked on your tennis ball, you can trim off a little from the open end to make it into a nice isosceles triangle (picture 2). Otherwise, don't worry about it. It won't make much difference anyway.)
Now fold the tail right-side out.
Step 4: Insert tennis ball into tail section
On the open end of the tail, fold the top inch or so down into the tail section, and gently place the ball into the opening. Carefully pull the fabric up over the tennis ball a little at a time, working your way around the ball. It should be nice and snug. You don't want the tail to cover up more than about half of the tennis ball.
Step 5: Stitch the tail to the tennis ball
You will want to use a strong needle, and perhaps a pair of needle-nose pliers to help push an pull the needle. Make sure to stitch through just a little bit of the tennis ball felt with each stitch. Don't puncture the tennis ball with the needle. That's not the intention here!
In picture 1, you can see that the tip of my needle is slightly bent. This makes things a little easier, so you may want to use those pliers to give your needle tip a little bend.
Picture 2 shows a good way to tie off the first stitch so the thread will never pull through and begin to unravel. Stitch your way around the tennis ball, tie it off really well, and you're done.
That's it! Go outside, swing it around a couple of times, and let her rip!
(Be sure to let me know what you think!)