In years past I always waited until the pods were brown and split open on their own to try to harvest seeds... but this had its problems due to the silk being dry and fluffy and trying to get seeds separated without them all flying away was a pain. Also, depending on the weather there was also a problem of a lot of mold attacking pods or milkweed bugs causing damage to the pods the longer they were allowed to remain on the stalk and such. Because of the hassle/problems I never really harvested very much. Also, the whole "shake in a bag" method of stripping seeds from the silk never really worked for me either.
This year my milkweed patch had a major bumper crop - close to 200 pods from about 2 dozen plants ! Because of the hassle I've had with stripping seeds in the past I tried something different. I waited until first 3 pods in the patch browned and split open on their own. Then I went and split open a green pod to see what the contents looked like. Inside were nicely mature brown seeds - not green still maturing seed like I expected. So I went and harvested several pods while they were still green. I set the pods out in full sun for the afternoon to let them dry slightly and allow the sap inside to stiffen up. I brought them inside and sat down for a few hours watching TV and merrily popping the pods open along their seam with minimal pressure. Because they were green, the silk inside was still damp and stiff and not all feathery and fly away. Pulling the silk/seed cores out in an intact bunch and holding the core just right I could strip the entire batch of seeds off in a few seconds and then drop the silk core into a bag before the silk could really start drying and becoming fly-away bothersome. Takes a little practice to get the holding technique down, but once you got it, things move fast.
With this method I've managed to strip in 4 nights more seed than I've ever done in the past 15 years combined! I've been averaging about 30-50 pods each night. It's also been very relaxing and the number of beautiful perfect seed is astounding (already have a 32 oz tub nearly filled to the top and not even close to being done stripping all pods). I have noticed that the longer the harvested green pods are allowed dry the more troublesome the silk becomes so stripping of seeds needs to be done within a day or two of harvesting pods from the stalks for the best benefit. Only 4 pods had mold problems. I even had 3 pods that I opened that each had a couple of seeds that were SPROUTING seedlings while still inside the green pods! Obviously those few seeds didn't know that they need to be cold stratified over the winter before growing LOL. I've got them planted in dirt to see if they continue to grow.

