Walnut is a wonderful wood to use on the scroll saw. It's one of my favorites. It is a deep rich brown color and the grain patterns can be quite beautiful. Different species of walnut grow throughout the world. Here in the US the most common species is Black Walnut.
I use a lot of walnut with maple because the contrast between the two woods is so great. The light maple and deep brown walnut can make a project pop. In many cases we scrollers are more concerned with the color of the wood we use instead of the grain pattern. Furniture makers seem to always be hunting that beautiful grain. Scroll saw projects are often small and the grain is just not that apparent.
The sap wood can be very pale. I like to keep projects natural so including a little bit of sap woods looks good to me. Too much walnut sap wood can be overwhelming though so you often have to cut it away. For a while all my local suppliers could only get walnut with lots of sap. Lately it's been better.
Walnut has gotten pretty expensive lately. It's runs around $8 board foot and it's getting tougher to find wide boards. When I'm buying lumber I try to stay with at least eight inch wide boards to keep my options open for the most different projects.
Walnut is not an exceptionally hard wood and it cuts beautifully on the scroll saw. It is dense enough to hold up to minor abuse. It sand well and take glue nicely.
If I had to choose one wood to make my projects from it would be Black Walnut.
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If you would like to have all the patterns in the Scrollsaw Workshop catalog you can buy the first six years DVD and the 2013 update DVD at this link. DVD #1 is $20 and contains over 1,100 patterns. The 2013 update DVD is $7.50 and has another 178 patterns.