Probably wood and other stuff like that. Though there are some that would very likely be different.
For example, the transformation masks contain the souls of whoever the transformation is into, as well as Kamaro's Mask. The Captain's Hat is probably made from the bones of the captain himself, the Blast Mask must be made using some sort of explosive material, and the Stone Mask is likely made from rock. The Bunny Hood (technically not a mask) looks to be made from actual bunny fur, though I am not sure if bunnies existed in the world of Majora's Mask.