We used a thick rubber mat sold at Tractor Supply for our pitching mat. It is heavy! It is typically used in horse stalls to give the horses something to stand on. It is about 3/4 to an inch thick and made of solid rubber. I installed it outdoors and used my nail gun to attach a thin pitching plate to one side.
The one the guy in the video is standing on as he is giving pitching lessons. There are two more behind him. Looks like rubber the thickness of an inter-tube for tires.