In the context of gauntlets, it's typically sheets that are heated up and then sucked down over a positive sculpture via a strong vacuum. Folks typically don't heat them up and shape them by hand.
Look up vacuum forming and thermoforming and you'll find a ton of examples.
I have a video here that shows my vac forming setup:
[MEDIA=youtube]e_OhIisg9io[/MEDIA]
(it's blocked in Germany... I have to go back and take out the music)