I notice many of the HO locomotives are missing the white lanterns. James has one Gordon and Henry don't yet they do on the series. Who makes these?
You can easily mold one out of clay.
Keep in the series, not all of the engines carry lanterns (Thomas, Percy, and Toby being some of them). So, Bachmann may have decided to only do lanterns only if the character commonly wears thems (like the above examples).
You could take a mold of an existing lamp from a Bachmann Thomas, James or Percy, however it would be very difficult for such a small object.
Alternatively, you could get a lamp by buying cab shells or body underframes of Bachmann Thomas, James or Percy models from the Bachmann Parts Store, which are already fitted with lamps.
(http://estore.bachmanntrains.com/images/ho_parts/HT471-OOBO1.jpg)
Admittedly not the cheapest of options, but it's something to consider.
Hope this helps,
JWR3001
You can buy suitable latterns here: http://www.ehattons.com/18470/Bachmann_UK_36_036_Lamps_Pack_of_12/StockDetail.aspx
I own some, I hope this helps. ;)