On the upper right corner, you can clearly see four packs of Volks hair pinned on the wall. LOL. It's amusing this stuff's got Hollywood's stamp of approval! There're a few spools of thread on the table too, so it might depend on the situation.
I found a close-up of the Coraline puppet. Question is, is it Volks' #25 Blue or #27 Deep Blue? I'm guessing it's the latter.
A neat gallery of some of the puppets on display at the San Diego Comic Con earlier this year. Can't wait for the movie. ^^