I found this really cool lamp cover that is made from a special materal so that it moves away from heat. Taking advantage of this Boiler Design Office created a lamp with ‘petals’ that move away,opening up the lamp when it is turned on and the light heats up. From their page:

Protea is a pendant lamp that is “thermo tropic” in plant terms (it moves away from heat). In a closed state (i.e. the light is off), the shade is cold and hugs the bulb closely. When the lamp is turned on, the petals move away from the hot bulb. It is a lot of work keeping cool, so they like it when you blow on them.

View the lamp page on their website www.oboiler.com