Nico has an army fatigue jacket that he often wears. He's never told anyone, but he'd gotten it from a ghost. He did this often, seeing that he didn't have any money, it was impossible to get new clothes any other way.
The Halloween after the Giant War, there was a costume contest. Jason was Superman, Percy was Nemo, and Leo had a fully functioning Iron Man suit. But, Nico was the one who really blew everybody away. He'd dressed as one of Hades' skeletal guards, and, yes, he'd taken the clothes right from one. He'd even somehow made himself look more ghostly than ever, so he actually looked dead.
The party ended late at night, once all the candy was gone.