At our local library I got "365 Simple Science Experiments" little did I know it had an activity how to make a plastic toy from milk in it. I have read about other experiments how to make plastic from milk at home, online.
A while back in history milk plastics were more common, now more of a collectors item. I posted about an old exhibit of milk plastic items here done by The New York Times.
For modern uses of milk plastics see Collectors Pens that are made from casein. Also knitting needles made from casein (milk)
Here is the book, other than the "milk plastic" it has some good simple experiments to try over the summer with kids.