Halloween Cosplay Costumes are special dresses which are worn by people on the day of Halloween. The costumes which are worn by cosplayers are called Cosplay outfits. These costumes usually have a horrifying. In the modern times, these Halloween jackets and coats appear less frightening and have more resemblance to the superhero characters appearing in DC and Marvel comics. Frightening appearance. The festival is celebrated believing that the departed souls.