While most hardcore bike messengers/couriers are made out of nearly indestructible Cordura®, one can use other recycled materials to build a custom courier bag. You can use the fabric from the vinyl banners that you see at public events (the ones with the moon-shaped cut-outs that let the wind through. Just wait until the event is over and swiftly “borrow” a giant vinyl banner. Cutters will be a must, as those vinyl signs are often fastened using tie-wraps (zip-ties).
Another possibility is using garbage bags, which are welt together using a simple technique that anyone can do at home. I tried the technique demonstrated in Bre Pettis’ Weekend Projects podcast (the second link) and it works out great. Turns out that garbage bags can be turned in a rugged waterproof fabric.
DIY Messenger Bag out of Re-purposed Vinyl Signs [link]
DIY Messenger Bag out of Garbage Bags [link]