Table lamps pack a fragile ceramic or glass base together with a crushable shade and a breakable bulb, so they should always come apart before packing. The shade in particular deforms under the lightest weight, and the base can be surprisingly delicate. Separating the parts is the simple secret to moving lamps without damage.
Pro tip: Nest two similarly sized shades together with paper between them to save space without crushing.
Watch out: Lamp shades crush under any weight. Pack them separately and never stack items on them.