For a wood-cored scabbard, cut two planks slightly wider and longer than the blade. They may be thick, with deep hollows carved on the inside faces to fit the blade, or thin and held apart with additional strips of wood so the blade fits between (though even in this case it's better to have them a bit closer together and do a little hollowing, so the fit is snug). File indentations at the top to seat the lobes of the sword's guard. Glue the halves together along the edges, and sand smooth.
Trace the pattern onto a sheet of brass or bronze and cut it out. Add little cuts around the edge of whichever half of the tab is wider so that it will crimp neatly.
You'll probably want to cover the scabbard in leather. Select a soft, thin leather that will be easy to wrap closely. I use dental floss for all my leather stitching, but for this application I think ordinary thread would suffice. Measure out at least four times as much of it as the length of the seam you're making (more may be needed if you space the stitches closely, but I've always found four times to be enough). A double-running or Holbein stitch is easy and secure. Wrap the leather tightly and stitch either up the back of the scabbard and then down, or down and then up - either way, the end of the seam will be protected by either the throat or chape. Tie off the thread tightly and trim down the ends.
Some Achaemenid scabbards had a ridge visible down the front. I don't know how this was created. I approximated it by inserting a bamboo skewer under the leather.
If you want a fancy scabbard, you could cover the core in embossed brass/bronze sheet instead of leather.
Wrap the metal throat around the top of the scabbard, just like the throat pattern. Crimp the edge of the wider tab half around the smaller half and hammer the crimping down. You may also want to sand or file to reduce the raggedness. Punch a hole through the upper corner of the tab and set a metal grommet through the hole.
I have not found an acceptable chape on the market, but this isn't a problem if you can do home casting or there's a small-item casting studio near you - check the yellow pages or online. Make the chape out of sculpting wax, rounding the edges and scraping the surfaces smooth. Decorate it if you like. Then have it cast in a metal (bronze or brass) that closely matches the metal you used for the throat. Sand and polish, then glue it over the end of the scabbard with epoxy or other high-strength adhesive.
I have no experience with bone carving and won't try to describe the process, but if you have the skills, feel free to make a chape in bone instead.
Alternately, you can make both throat and chape out of heavy (around 8-ounce) leather. The instructions for a leather throat are pretty much the same as for a metal one, except that you'll stitch instead of crimp the halves of the tab together, so don't make one wider than the other. Also, when tracing the pattern onto the leather, do make the middle of the throat pattern - where the side of the finished throat opposite the tab will be - a little bit (say, a quarter inch) wider than it is on the pattern, to account for the thickness of the medium and shrinkage. Soak the throat after cutting to be able to mold it closely to the scabbard. Sufficiently heavy leather will require you to punch or drill the stitch holes before stitching, using an awl or very small drill bit. You don't need to add a grommet to the tab. The chape is also made from two halves, stitched together, soaked and stretched over the end of the scabbard. Allow both chape and throat to dry. They'll probably shrink and either fall off or prove easy to pull off. Glue them back on.
Lastly, punch a hole in the weapon belt at your right hip. Insert a leather cord through the tab grommet and tie it through the hole in the belt. Measure out another cord and tie one end around the scabbard just above the chape, leaving two or three inches of extra cord on the forward edge of the scabbard (the same side as the throat tab) and the rest on the backward edge. Tie the forward end into a slipknot. Tie the backward end of the cord into a small tight knot or attach a bead. Loop the backward length of the cord around your right thigh, then put the knot or bead through the slipknot and tighten it.
But I'm too lazy
A leather sheath can be made in just a few steps. Draw your sheath on the flesh side of a heavy leather sheet. Cut it out, flip it over and use it as a pattern for the other half. Drill stitch holes, stitch the two halves together, punch a hole in the tab, add the belt and thigh cords - and you're done! If you like, you can now decorate the front of the scabbard with tooling.
I have no documentation that sheaths were made in this manner.
Important update (Sept. 14, 2012): See A further note on leather sheaths to avoid this project being a huge waste of time and material.
Edit: I've noticed that I reversed the directions regarding the slipknot system when posting earlier this morning. Just to be clear: The slipknot is at the shorter forward end of the cord. The bead is on the end of the cord that loops around the leg.
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