My girls and I recently made paper lanterns with left-over pages from another craft project, tape, and some organic cotton thread. As they say back home in the local paper, "a good time was had by all!".
Supplies include paper, tape, scissors, needle, and thread.
Fold the paper in half lengthwise. Hold the open edge with one hand while cutting slits on the folded edge, making sure not to cut all the way through to the open edge. Unfold paper, match up the two short edges forming a cylinder, and secure with clear tape.
Thread and knot a 6" string of thread (I doubled my thread) and pierce one side at the top of the lantern leaving the knotted end exposed. Pierce the opposite side of the lantern from the inside and tie a knot on the outside of the lantern.