I love these trees and they are made out of paper! I found the idea in Better Homes and Gardens Christmas Ideas 1960 magazine. Instructions as written:
Santa's Fairyland Forest
Cut quarter-circles of largest possible size from sheets of construction paper. Fold the straight edges together; bring fold to cut edges, folds to folds until you have 16 segments Reverse some to get accordion pleats. On outer folds, make deeply slanted cuts about 3" apart. Slit on folds where cuts were made so points can be bent upward. Cut bottom edge of outer folds on slant. Staple sides.
Okay, now maybe it's just me, but those instructions are a little confusing however I think looking at the photo and just using the instructions as a guideline might work. I also have never seen construction paper big enough to make the taller trees shown so maybe poster board would be the way to go. I wish I had time this year to try to make a few of these.... I am so behind in my Christmas Craftin' it ain't even funny!