Peeling roasted green chilies
The standard advice is a paper bag, but I don't think it is optimal. I always put them in the smallest bowl that will hold them, and put a plate over the top of that. The idea is for the peppers to sit in their own steam for a few minutes while they cool down. The steam seems to loosen the skins.

Whatever you do, don't take the skins off under running water, which is a tip that you will see sometimes. It makes it easier, but washes away a ton of the flavor!

Consider wearing food-grade latex gloves while doing this procedure if the chiles are at all spicy. It will save you from burning hands later.