For some folks, this might be a bit late; I know that my columbine seeds pods already burst open & spread out all over my back yard, but the one's in the front are at the perfect harvesting stage!
How to collect your own columbine seed:
1) Let the flowers bloom & die off
2) Green seed pods will form where the flowers were.
3) Pay attention to the pods, let them brown slightly and begin to dry.
4) Cut off seed pods (carefully)
5) Empty seeds onto a plate or paper to dry.
The pictures below show the various stages of a columbine producing seed. You can see the greening pods (look closely & you can even see the little black seeds in the pods). They are ready when the seeds easily empty into your hand from the pods. This is why you have to watch carefully, they will burst & spread themselves out!