[header] How to make iron oxide [title] Locate a source of iron (iii) (iron in the 3 + oxidation state). [step] An iron (iii) salt such as ferric chloride will be easy to add to the solution. It is often used for etching copper, so you can buy it online, at a chemical supply store, and sometimes even an electronics store. 
Also, a fine rust powder would work well. You can collect rust and grind it to a fine powder if you choose to go that route.