To block steady magnetic fields,you need a soft magnetic material with a high permeability, for example permalloy. However, if you want to block high-frequency ac magnetic fields like rf, any good conductor will block the fields (although not completely) if it is thick enough.
In a conductor, ac magnetic fields will decay exponentially, decreasing by a factor of e (2.718) in penetrating a "skin depth" - a parameter that varies inversely with the square root of electrical conductivity and the square root of frequency. A sheet of copper or aluminum 5 mm thick would block most of any rf fields, but how completely would depend on the frequency - it would block FM (high frequency) much better than AM (low frequency).
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