Almond flour is simply ground blanched almonds. Recipes dating back to medieval times call for it as a thickener, a replacement for wheat flour, and a base for cakes and puddings. It doesn't show up a lot these days as an ingredient, but is still essential to certain European confections.
You can make almond flour in a blender or food processor. Probably you'll have to do this in small batches, to ensure uniformity. Almond flour is available commercially, but Chrisine Berl, author of The Classic Art of Viennese Pastry, says it generally lacks flavor and may contain additional unwanted ingredients. We buy it in bulk online or in a local health food store (with flavor/without unwanted ingredients).