There is a material called TI shielding. You can get it from Percy Audio.
http://www.bainbridge.net/percyaudio/
I've used it between components (particularly my tube phono stage which is highly susceptible to noise and interference). It works well. It's kind of expensive. Some other people might have some cheaper solutions. One word of caution, is magnetic shielding can be somewhat problematic, because the fields are not linear and can go around shielding. It depends on the strength of the magnet and it's spacing to the shielding. Speaker manufacturers have built appropriately shaped enclosures with appropriate distances around the magnet that nearly eliminates the field. Once you've figured it out for a particular magnet it's easy to do--but might take some experimentation the first go around.
http://www.bainbridge.net/percyaudio/
I've used it between components (particularly my tube phono stage which is highly susceptible to noise and interference). It works well. It's kind of expensive. Some other people might have some cheaper solutions. One word of caution, is magnetic shielding can be somewhat problematic, because the fields are not linear and can go around shielding. It depends on the strength of the magnet and it's spacing to the shielding. Speaker manufacturers have built appropriately shaped enclosures with appropriate distances around the magnet that nearly eliminates the field. Once you've figured it out for a particular magnet it's easy to do--but might take some experimentation the first go around.