most of the sky lantern websites say you can take them in checked luggage..and most of the brides seem to have done that!
im bemused though - when i called airlines (and even courier companies like fedex)and wanted to get a christmas cracker abroad i was told they were banned as they were technically "explosive" (and lord knows even a giant christmas cracker wuoldnt affect a plane). fedex even had their explosive expert call me to discuss it (that was a silly conversation "you cannot ship explosives abroad" "yes, i know and i dont want to, but where does a christmas cracker fit in?" "well...its a little bit explosive?" etc etc etc) so i would have assumed that sky lanterns wouldnt be allowed either...but since so many brides have obviously taken them...i wonder if they simply didnt ask, or if they got the goahead?
better to check anyway though