I believe you can make your own using a combination of beeswax, linseed oil and turpentine (preferably gum turpentine from the plant, not the petro-chemical) but we purchase ours from the same place where we get all of our lovely candles and beeswax blocks (for making our own candles) Queenb.
One of the lovely parts about using beeswax is that young children can help to polish and clean their toys. This instills in them a natural sense of respect and care for their things at an early age and is a wonderful sensory activity for a rainy day.
Apply a small dab of beeswax to a rag or soft cloth
Rub the wax in a circular motion into and all over the toy or piece of furniture
Repeat until entire piece is covered
Let is sit for 5-7 minutes
Buff over with a dry, clean cloth
Your home will smell like honey after polishing a few things.