Okay I was googling a ton of different things and when I did sheep pictures it looks like you might be able to pull that one off still. It seems like you need black gloves, black socks, and some face paint.
How about like cutting up a pillow or two, (if they are like cotton ones you can pull apart) pull apart the cotton inside and glue it to the cut up pillowcase, make it fluffy and lots of it...this you can like use to wrap around your body making the wool. You can probably tie it to yourself with a string and it won't be noticeable through the "wool".
If you have like long underwear you can put that on and then wrap the thing around you...or you could use a white shirt and some tight white spandex you mom may have lol...I don't know x_X.
You just need then to make little ears our of probably card board and glue them to one of these type thingies
http://www.vivas.jp/kaimono/shop-mingei ... ncha-c.jpg My mom has those but not all frilly like that...
DUDE!! Even better
Get a gray sweater and sweat pants or white whatever you have, and cut up the pillows and use that foam on the sweater and pants by attaching it with double stick tape. You can probably find a big double stick tape at the hardware store. Then use the black gloves and socks like I said, and make the ears like I said or if the sweater is a hoodie make ears and safetypin it to the hood. Lookie:
Sheep Costume
Materials:
gray sweatsuit
cotton batting
double-sided tape
white felt
safety pins
Steps:
1. Apply double-sided tape at various intervals across the sweatsuit, then place small pieces of cotton batting on the tape, covering the clothing.
2. Before covering the hood, use white felt and safety pins attached to each side to make the ears
How about a life size Lego?
To turn your child into a giant Lego, simply cut holes in the top and sides of a carboard box for her head and arms, glue empty applesauce cups or margarine containers to the box, and paint the whole thing a bright color. For the hat, repeat the process with a smaller box, then staple on an elastic chin strap. Dress her in a matching shirt and leggings to complete the look.
(okay that's for a girl, but I think it would be a funny idea for an adult
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