I highly doubt an anime sewing class exist since cosplaying isn't very common with everyone. You are better off taking a regular sewing classes from an art school or teaching yourself how to sew. Jut like what PSY-chan said, theater classes may have classes.
Chrome Dokuro [Katekyo Hitman REBORN!]
Rin [Togainu no Chi]
Lucina [Fire Emblem Awakening]