Materials

Box of matches or rainbow matchsticks
Cardboard
Glue
An adult to help with the first step.

Burning the Matches

This is NOT for children to do.
I would even argue that (neat as it looks) kids should not be allowed to watch this step.
You can burn the matches one at a time and blow them out quickly so just the ends are charred.
But if you're making a grownup cross, it's going to take 120 matches or so
and if you're making crosses with a group of kids, you'll be blowing out matches for days!
So... here are two quick methods for doing it.
(Make sure you have a towel and glass of water handy to extinguish any rogue flames.
It's never happened to me, but better safe than sorry.)

Burn Matches Method 1
Stacked Matches

Put the number of matches you need stacked with the ends lined up in the box.

If you're doing loads of matches, fill up to 3/4 of the box at a time.
(I only ever do 1/2 the box to be safe).
You have to leave some of the box empty to provide enough fuel (oxygen) for all the match tips to burn.
If not all of your matches burn, you have your box too full.
Put the lid on 1/2 way (empty side showing) -- my husband prefers this way.

OR
Put the lid on almost all the way (match ends showing) -- I prefer this way.

Light a match and drop it on the match ends
If you used the 1/2 way closed box method, slam the lid shut (it doesn't have to be completely closed).
If you used the almost all the way closed box method just stand back
Stand back a flame will shoot out of the box
You can reuse the box a few times

Burn Matches Method 2
Kissing Matches

This way takes a bit longer to set up, but works every time.
Position two or three layers of matches end to end

Put the lid on 1/2 way

Light a match and drop it on the match ends
Slam the lid shut (it doesn't have to be completely closed)
Stand back a flame will shoot out of the box
The ends of the matches will be burnt and the fire will not have enough oxygen to keep burning

Making The Cross

Alrighty then... all of that was just to burn the matches!
Now we have to use them for something.

Kids Version

On a piece of cardboard, draw a vertical line right down the center.
Draw a horizontal line about 1/3 of the way down from the top
It's much easier for the kids to construct their cross on a full piece of cardboard than a cut out one.
We used plain brown cardboard, but you can get a nice colored cardstock
Or poster board to set off the cross (maybe blue or green)

It doesn't matter how many matchsticks you use, you just have to make them symmetrical.
We used 5 sticks for each of the slanted parts and 7 sticks for each of the horizontal and vertical parts.
We found this a nice number for our 7 year old.

Starting with the slanted parts, glue the sticks on so the middle stick is in the corner
(where the lines you drew intersect).
The other sticks should be lined up along the vertical and horizontal lines you drew.
You can matchstick cut to about 1/2 the size along the vertical line you drew.
And a two 1/4 matchsticks along the horizontal line you drew.

Continue adding the slanted parts until all 4 are done.
the kids used a lot more glue than needed *laugh* Oh well, they had fun
Once all 4 slanted pieces are done, start adding the vertical and horizontal pieces.
The bottoms of the matches should touch the slanted pieces.

the bottom of the cross has two rows of matches instead of just one.

Grown Up Version

This is identical to the kids version, but you'll likely want to use more matches
(we did 9 match slants and 15 match vertical/horizontal sections)

You may also want to cut out your base so that it will be totally covered by matches
(you won't be able to see the cardboard).

I've provided a template for this (just trace it onto a piece of cardboard)