I mistakenly broke the shade on my ceiling fan as I were trying to replace the light. Where can I find a glass shade to replace the broken one?

Which model do you have. If you don't know try surfing via Google for an image. Where did you buy it, Home Depot?

Hampton Bay is the house brand for Home Depot, You can check there or send an image of the glass to these people who can find it for you http://www.fansunlimited.com/