Borexino is a solar neutrino experiment designed to observe the 0.86 MeV Be-7 neutrinos emitted in the pp cycle of the sun. Neutrinos will be detected by their elastic scattering on electrons in 100 tons of liquid scintillator. The neutrino event rate in the scintillator is expected to be low (~0.35 events per day per ton), and the signals will be at energies below 1.5 MeV, where background from natural radioactivity is prominent. Scintillation light produced by the recoil electrons is observed by an array of 2240 photomultiplier tubes. Because of the intrinsic radioactive contaminants in these PMTs, the liquid scintillator is shielded from them by a thick barrier of buffer fluid. A spherical vessel made of thin nylon film contains the scintillator, separating it from the surrounding buffer. The buffer region itself is divided into two concentric shells by a second nylon vessel in order to prevent inward diffusion of radon atoms. The radioactive background requirements for Borexino are challenging to meet, especially for the scintillator and these nylon vessels. Besides meeting requirements for low radioactivity, the nylon vessels must also satisfy requirements for mechanical, optical, and chemical properties. The present paper describes the research and development, construction, and installation of the nylon vessels for the Borexino experiment.