Homemade Humidity Hide
An easy home made humidity hide can be made from a plastic box of some sort (with a lid) and a substrate that can hold moisture. Plastic storage containers work well as you can choose from a wide variety of sizes to suit your reptile. Simply cut a hole in the side or lid just large enough for your reptile to comfortably get in and out of the box (file or sand away any rough edges). Then, fill the bottom of the container with a moisture-holding substrate. Sphagnum moss is a good choice, but you can also use paper towels (easy to use and maintain), or a reptile substrate such as Bed-a-Beast. Make sure the substrate is always damp - not too damp, but damp enough to make sure the hide provides a localized area of very high humidity.
Store-Bought Humidity Hides
You can also buy humidity hides such as Zoo Med's Repti Shelter (compare prices). These tend to be more expensive but are quite attractive and natural looking, and come in a variety of sizes. They should be set up with a damp substrate just like the homemade hides.