Answer: in giant steel cases that look surprisingly like individual contact lens cases. This picture was recently posted by the NASA Goddard Space Flight Center.
Where is this? I'm glad you asked. This picture was taken at Ball Aerospace & Technology in Boulder. Ball was commissioned to produce the optics for the James Webb space telescope.

NASA's James Webb telescope will be the replacement for the Hubble telescope and is slated to launch in 2018. The mirror segments pictured above will be part of the main mirror array that will be 21.3ft in diameter. The technical details on the mirrors are quite impressive, NASA has an exhaustive article on them for the interested.
Photos like this continue to bode well for Colorado's aerospace industry as well. Lockheed earlier this summer was selected to build and operate the next Mars spacecraft. Colorado will also help a bit in keeping the future James Webb space telescope safe from space debris, Loveland-based Numerica recently won a contract to help track space junk.