Illustrators who work in a realistic style usually require good photo reference. Good reference for historical pieces relies on proper costumes for your models. Many established illustrators have access to a professional photographer with plenty of costumes and props. Some have close ties to other artists with whom they can share supplies. Still others have contacts at a good costume shop. I don't have those contacts.
So about a year ago, I decided to start collecting props and making costumes. The closet in my studio is now starting to fill up with my creations: capes and robes, a pirate shirt, a Roman toga and some medieval garb. I've got some helmets, a few pieces of armor and a couple weapons. I just finished sewing together a colonial outfit: a Seinfeld-esque puffy shirt, a lined vest, pants and a jacket. (Attention Art Directors: This is how committed I am to a quality product. I'm spending many nights of my youthful years in front of a sewing machine on the off chance I'll have an applicable project sometime in the future. Don't make all this effort go to waste!)
There is a Halloween/uniform store in New Haven, CT where I can get costumes on short notice for specific projects, but I'd have to actually have a job in line to justify spending the cash. So for portfolio pieces, it makes more sense just to make the props myself.
And hey, if you need a Halloween costume this year, let me know. You can have your pick.