Oil lamps have a very long history, nearly as long as that of candles, if not longer. The first recorded use of oil lamps was in the ancient world, at least back to 3500 BC. The simplest lamps consisted of sea shells filled with oil, stones, clay-shaped and fired to metal and glass. Even in the colonial era in the America featured oil lamps that could have been used in ancient Rome. The most iconic oil lamps are the whale oil lamps with glass lamp shades, which now use kerosene or modern lamp oil. Whether you have antique lamps or replica oil lamps, you can buy replacement oil lamp shades from various sources.