controlling many RGB LEDs (with picture!)

Thanks for the replies. Talking about shift registers and transistors is a bit scary to me, but you explained it well so I might be able to figure it out.
Is there perhaps a way I might do this wirelessly? I know the price will go up considerably, but maybe there are cheap wireless transmitters/receivers and that way each lantern could have a chip with a receiver and just grab info on what it's supposed to do. Eh?