Depending on the instance that you have provisioned, you have anywhere from 1 to 4 ephemeral (local) disks available to your instance.

They are typically available as /dev/sd[bcde]

In centOS, implementing a RAID-0 block device across 2 ephemeral disks that is present on an m1.large instance can be done via the following:

mdadm --create /dev/md0 --metadata=1.1 --level=0 --quiet --run -c 256 -n 2 /dev/sdb /dev/sdc

You'll then need to format the block device with your fs of choice. Then mount it from there.