Unfortunately unless you have access to a flexible material you can extrude on your 3D Printer, you’re going to have to get creative.  That’s what Robogrrl did.  The concept is simple (the execution is a little more complex however).  Use your 3D Printer to print the pieces you want joined by a flexible member, then 3D print a mould of the flexible link.  Pack sugru into the mould.  Boom!

The complicated part is designing the hub and mould.  Luckily Robogrrl has a pretty in-depth tutorial on her process.  She’s using inventor for her design.  The end result is pretty astounding!

Full tutorial is up on her site.