You are looking for a replacement part for your lamp or a lamp like it. Either way, a picture would be worth a thousand words.

Ionized is right. No one can really help you without knowing what the lamp looks like. Please post a photo of the lamp and also of the part where the glass was attached. If you don't have a camera, go to an online lamp store and find a lamp that's similar, then post a link to that lamp here.

What kind of lamp was it? If it was a torchiere, for example, the glass would have been shaped like an upside down bowl or cone, with a hole in the bottom for the socket. It would be good if you know the dimensions: width of the bottom opening (crucial!!!), height, width at the top, and width at its widest point. Unless the lamp was very unusual, you'll probably be able to find a glass shade that will fit it and be similar to the one that broke. Replacement glass shades come in all prices and in all different types and colors of glass. You'd want to try match the shape and proportions of the original, obviously.

Finally, if you know the name of the manufacturer, the model number, and the part number, post that info too. You'd be surprised what you can find by googling a model or a part number. Someone might be selling one on eBay.