Foamable compositions and foams comprise at least an ethylene/.alpha.-olefin interpolymer. The foam has a density from greater than 150 to about 500 kg/m.sup.3. The foamable compositions further comprise a blowing agent and a crosslinking agent. The ethylene/.alpha.-olefin interpolymers are a multi-block copolymer comprising at least one soft block and at least one hard block. Methods of making the foamable compositions and foams; and foamed articles made from the foams are also described.