Long time ago, I worked with someone that did fly fishing and I'd give him shed skins from my corn snakes, he'd fashion them on his flys. I don't know how successful it was (wet shed tends to get droopy and saggy right away) but he kept asking for them so I suppose he must have had some success.

At herp society meeting a while back, biologist was asking for shed skins so I started saving some from various species. Drying them out then folding and storing in a zip lock, like how GpBp posted. The meetings changed to a new location and I stopped going, so I'll probably toss the shed I kept. This is my favorite though, especially since she's passed now, my big boa Autumn: