Evening Primrose is listed in the seedsaving FAQ at the top of the screen. I knew I saw it somewhere and took me awhile to remember this forum has a FAQ with lots of things listed.
I remember collecting these seeds last year and the end does dry to open sort of like a star. The seeds drop right out when the seedpod is ready.

Here is a link that might be useful: FAQ

The pods start to turn brown from the tip downward, and I've found that once you see the brown at the top of the pod, they are ready to collect. If you wait too long, they will drop the large number of seeds on the ground as the pod opens. There should be about a hundred seeds in each pod, and each one looks like a small, very dark brown, angular bits (like skewed cubes, kinda). If you collect them too early, you will see nothing but soft, grainy green things inside, and those would be the immature seeds.