I made this frame using The Cat's Pajamas' It's a Mod, Mod World set. It was super easy, and I love the way it turned out. The 'exhaust' is frayed and curled paper ribbon by Daisy Buckets. I don't know if you can tell from the picture, but the 'windshields' are covered with Glossy Effects.
Accessories: alterable frame from Michael's, ribbon, paper ribbon by Daisy Buckets, Copic Sketch and Spica Markers, Dimensionals, Making Memories acrylic paint (putty), Glossy Effects