Old lamp shades make wonderful protection for tender plants when frost is predicted. Thrift shops are great sources for obtaining various sizes of inexpensive shades. Even if the shade is badly damaged, an old sheet or other piece of material can be draped over the frame to protect plants from the cold. You can use bricks or stones around the outside to hold everything in place.
If I’m putting just the lamp shades in the garden, I push U-shaped pins made from 10- to 12-inch lengths of coat-hanger wire into the soil over the bottom rim of each shade to anchor it. When my shades are not in use, I store them in a stack in our shed.