Ok, the base component appears to be a blue gynastics unitard with sleeves, which I strongly recommend you buy as opposed to making. Over this is a vest, which you can modify from a vest pattern.
I recommend using McCalls 8285. I've used this in the past and I'm very confident you could easily modify it to have tails like those on this costume.
Now, the cloak is slightly tricker. I went through all the catalogs looking for a cloak that would behave like that one, and I found ONE that I believe would work, Simplicity 5794.
Now, the gloves, stockings, shoes, bow, and hat are problems to be tackled on your own.