Alvenh sent in this site on how to make your own hardcover book. This isn’t a project you can make in an hour, but in the end you should have a nice book that will last for generations. Just make sure you use archival paper and glue!
Using materials from local dollars stores and leftovers from art projects, I was able to make a hardcover book that was both attractive in appearance and functional in organizing loose sheets of paper. The techniques described here can be used bind a variety of printed material.
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Related: DIY Bookbinding