Destabilization of soft interfaces into thin cylindrical filaments under external stresses is ubiquitous and is generally the first step toward breakup. We show that such filaments, called tethers, emerge from a vesicle subjected to gravity. Contrary to the pendant drop experiment, we demonstrate that the bending rigidity, a specific membrane property of vesicles, ensures the tethers reach a stationary state. Moreover, unlike point-like force experiments, we show that the family of shapes is continuous.