It's not a recipe for a meal, exactly, but it's certainly useful. :) You can often get lobster shells for free from your local seafood vendor.
1 pound uncooked lobster shells
2 tbsp olive oil
1 leek, washed and sliced
1/2 onion, sliced thin
3 carrots, peeled and sliced
1 rib celery, sliced thin
1 tablespoons tomato paste
3 sprigs parsley
1 fennel stalk (optional)
1 cup white wine
4 cups water (or chicken stock if you want a richer stock)
Rinse and dry the lobster shells. If you're using the heads, remove and discard the gills and stomach. Grind the shells in a food processor or wrap them in a towel and crush with a mallet. Heat the oil in a heavy pot, add the shells, and cook over medium-high heat until bright red. Add the leeks, onion, carrots, and celery, reduce the heat to medium, and cook until the vegetables are softened but not browned. Stir in the tomato paste and cook 1 minute.
Add the parsley, (optional) fennel stalks, wine, and water (or chicken stock); bring to a simmer and cook gently for 1 to 1-1/2 hours. Strain, cool thoroughly, and refrigerate or freeze.