Physalis alkekengi is a widely grown ornamental plant (almost a weed in many places) which is also used in the florist trade for its bright orange and scarlet husks or lanterns that surround the plant fruits. The plants or decorative stems with lanterns are available almost world wide. The husks have very strong vein structure, which remains in place even after the colored tissue of the 'lanterns' has rotted away.
If you have the plants growing in your garden, search for the skeletonized husks late in the fall, when most of the blooms are finished. If you buy the plant from a florist in the fall, enjoy it in a floral arrangement, then place the lanterns, still on their stems, out on a balcony to gently rot away. Protect them from wind and excessive moisture while they naturally decay.
When you find the skeltonized husks, choose ones which have not peeled open at the pointed end if possible, and which do not have rotted veins or wet areas. Gently remove the husks from the stems (if they are still attached) and allow them to dry indoors before you turn them into ornaments with the instructions which follow.