Getting measurements and any model number information then making a call to Coleman. I have one of the old red single mantle lanterns and it did take some checking around but eventually found a place that had it.
Start with Coleman, even if they don't have the part they may have a part number for the original glass. That part number can be very useful for looking up replacement parts.
Inventory programs and parts manuals often have cross references "Replaces Coleman part number A-xxx1 and C-xxx3" Generators for pump fuel lanterns are one where I have seen that type of reference. Also seen in listings for electric heat element of propane
fridges. Or any spark plug manual hanging in a big box store.