I bought a knife last summer which came without a sheath, and ever since I've been thinking I should make one. At comic-con a few weeks ago I bought a roll of hardened leather (it was quite expensive, but my brother and I spilt the cost), so tonight I sat down and tried my hand at some leather working!
No process pics, sorry, but here's my process:
I started by cutting two rectangular pieces roughly the length of the blade, and twice as wide. Then traced the blade shape on them, then made a few holes by using a punch. I attached the two pieces together just with screws through those preliminary holes, just so the later holes would line up for sure. Then I punched a bunch more holes, threaded it together with an old shoelace I found, and tied it off in such a way to make a belt loop.
Here it is finished!
Spoiler: kinda big images show My fingers are in so much pain now after all of that, but I'm really happy with the finished product! It's a little rough, but it is my first time doing this sort of thing, and it certainly serves it's intended purpose!
Edit: Ana, thanks for the other link! If I can find suitable yarn I certainly would like to try that pattern.