You might think that a concrete lampshade would be a stupid idea, and if you were talking about regular concrete, you'd be right. But this LitraCube Semi-Transparent Concrete Lamp uses Litracon (light transmitting concrete), which is normal concrete with thousands of parallel optical fibers embedded into it. It's just as strong as regular concrete, but light shines right through it.
So in addition to using Litracon as a weird lampshade, you can also use it to make windows that are basically unbreakable, or to build a foundation to your house that lets some light in. It's available now, albeit for $1,000 per square meter. The lamp's available for $770.