There are two simple methods for collecting seeds from flowering annuals: 1) You can keep an eye on the flower heads or seed pods and allow them to dry on the stem, then simply harvest and store them. 2) You can collect the flowers when they are fresh and dry them indoors, collecting the seeds as they fall off the flower head. Either method works and gives you plenty of seeds to use the next spring for even more annual color.
Drying on the Stem
Mark a calendar when you notice your annuals in full flower.
Check the plants every week. Some flowers take longer than others to dry up. Watch for the petals to turn yellow or brown and shrivel up.
Put a piece of mesh or cheesecloth over flowers with large seeds, such as sunflowers, to prevent birds from stealing the seeds. Just drape the cloth loosely over the flower head and attach at the stem below the base of the flower with a piece of twine.
Cut off large flower heads, such as sunflowers, when the petals are dead. Place the flowers in a large paper bag and shake to remove loose seeds, then use your fingers to dislodge any that are still attached to the flower head. For flowers with small seeds, such as zinnias, use a small paper bag for each flower head. Grip the flower at its base and tip it over into the open end of the bag, then shake to remove the seeds. Separate bag and flower carefully so the seeds don't fall out.
Store your collected seeds in labeled, airtight containers.
Collecting the Flowers
Cut flowers off in full bloom, before they start to fade and wither. Leave at least six inches of stem on each flower.
Tie smaller flowers together into bundles.
Place a small paper bag over each large flower or bundle of smaller flowers and secure to the stem(s) with a piece of twine or a twist tie.
Hang the flowers upside-down by their stems in a cool, dry place.
After several weeks, collect the seeds by shaking the flowers inside the bags. Transfer the seeds to labeled, airtight containers for storage until the next planting season.