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There are two basic types of clay lamps; open and closed top. The open-topped ones tend to be more primitive and are simply a step up from the sea shells. Some are saucer shaped and others have flutes to hold the wick or wicks. See the examples below. Roman lamps of the closed variety were probably almost disposable. They are found in great abundance at any Roman site. They are so numerous that many of us can still remember being able to buy them from ads on the backs of comic books when we were kids. These lamps were usually formed by pressing slabs of prepared clay into molds or by pouring a clay solution or "slip" into a mold. Handles were often added later. The form below is the most common. The top of the lamp could by ornamented in a variety of motifs ranging from mythological scenes, to Christian symbols to pornography.
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The most elaborate early lamps were cast in bronze. Many of the shapes were whimsical as well as practical. Some lamps were equipped with lugs for hanging and could be suspended from a stand.
You can use candle wicking for a wick, or you can braid your own from cotton or linen thread. Don’t use wool, it stinks when it burns. One of the most successful wicks we use in open lamps was a dried mullein leaf (see EP). You will need a sharp pointed tool to advance the wicks it burns down. I use a large needle. But you could make something more decorative. We have tried a number of different types of oil. Most work well. Olive is good; use cheap olive oil, not "extra virgin". You can also make an oil and tallow mix for open fat lamps. Don’t use commercial lamp oil. It has a lower flash point than the vegetable oils. You can use shells or other found containers for a lamp. I have a small brass bowl that I use. DO NOT set metal lamps directly on a wood surface. The lamp will stay fairly cool until the oil burns down, and then it becomes very hot. I scorched Stonehew’s coffee table with one. We have tried making lamps with the "oven-hardening" or "air-hardening" clay available in craft stores. The lamps worked well for a time or two, and then the clay began to fracture and chip in the area around he wick. The clay works well for simple forms, but don't spend a lot of time on them, because the material just isn't permanent enough. If you have access to a kiln, you can make your own clay lamps. Roman Crafts has an excellent description of how to make mold patterns, but you can make open clay lamps without molds. Whatever you decide to do, you will have period lighting for your camp or on your table. Source: Bailey, D.M. "Pottery Lamps" in Roman Crafts by Donald Strong and David Brown. New York University Press, 1976.