Costumer's Manifesto - can't find what you're looking for? Need to find an obscure pattern from an obscure time period? This meta-site can probably lead the way.
Folkwear - well known for their period-approximate costuming and easy-to-follow patterns on fairly heavy pattern paper. If you intend to do serious period costuming, this is not the place for you; but if you're looking for a garment that might approximate some sort of anime clothing, you might find what you're looking for.
Buckaroo Bobbins - excellent, period-authentic "Wild West" garb.
Laughing Moon Mercantile - Excellent, period-authentic resource for Victorian & Wild West patterns. Their corset pattern comes highly recommended (though I'll need to try it before giving personal advice!)
Tuly Victorian - Truly Victorian covers one of Laughing Moon's only weakness - a lack of patterns from the early and last bustle periods.
Baron Unlimited - we used to know them as funwigs.com, but nonetheless they have provided us with several wigs for costumes, as well as vital supplies like wig conditioner and wig caps.
Devious Wigs & Things - wigs and related paraphernalia. Haven't tried them yet.
Wigs.com's costume wigs section - the annoying thing about this site is that all they have are hand-drawn pictures of their wigs, but if you already know what you're buying, they can offer cheap prices.
Guide to synthetic hair extensions - Want advice on hair extensions? This page is an excellent resource, whether you want your hairstylist to apply them, or you want to apply them yourself.
Fifi Mahony - They seem to have some unusual wig styles, though, again, I haven't tried them personally yet.
Katie Bair's Petting Zoo Wigs - Katie Bair provides excellent tutorials on wig design, provides products for dyeing wigs, and, if all else fails, also creates custom-made wigs.
River Junction Trading Co - a good source of historically accurate Victorian/Wild West costuming pieces. We have purchased a corset from them and were pleased with the quality of the construction and the speed of delivery.
Farthingales of LA - one of the best known corset and corsetry suppliers. We can vouch for their fast, professional service. International/Canadian customers may wish to refer to Farthingales of Canada.
Corset Making - supplier for numerous corset supplies, including busks, lacing, eyelets, and boning.
Thorny Rose - raw silk noil for $6 a yard! (Check under "Miscellany"). Who could turn that down? You can even get a swatch set of every color they offer for $5, just to make ordering fabric online less of a mystery.
Sewing Central - another online resource for fabric, corset supplies and patterns, and books.
Fashion Fabrics Club - an excellent source of fashion fabrics online. Membership in the club also involves a seasonal delivery of fabric swatches to make further purchases a little easier.
Fabric-store.com - another place to shop for fabric online.
Judith M Millinery Supplies - Want to make a hat? In a hurry? Judith M can supply you with just what you need, in spiffy mailing containers, within a short period of time.