Sound proof materials is a bit of a misnomer. There are really no specific materials that are labeled sound proof materials. There are materials that have good sound proofing qualities, but no material, no matter what it is called by itself is a sound proof material. Materials of different types must be assembled in a specific way to create a sound proof wall, door, etc.
Most sound proof materials have a high density or weight per square foot that is heavier than most other materials. If the density of the specific material, say drywall, is not enough, one can add multiple sheets to create a larger surface density number. One can also use MDF or other composites to achieve proper density numbers.
These multiple material sheets should be isolated from each other by some type of damping compound. It is customary when designing and building sound proof materials, to separate materials of different densities physically, with another material type, from each other. This arrangement reduces vibration transmission through the material being constructed and thus noise transmission.
It is the density of the materials used and the way in which they are assembled together that makes for good sound proof materials. Now, one must decide where to place the materials to achieve the desired acoustical objectives. That process is entirely another issue.