Sexy Bunny Cocktail Women's Costume - Calgary, Alberta. This Playboy Bunny costume is perfect for Halloween, a catering event or an animal-themed costume party. This is a classic example of the sexy bunny costume. This is a great Playboy Bunny or sexy waitress outfit. This is a four-piece Playboy Bunny costume with a dress, headband, cuffs and collar. The dress is a little black cocktail dress with a faux fur-lined neckline.