The closest I ever came, I suppose, was dressing up as the Scarecrow from the Wizard of Oz, which, as anyone who ever saw the movie knows had a tornado as a pivotal plot point.
A group of us dressed as various characters from the movie. Let’s just say it was an itchy costume, because I used real straw.
I do remember one woman coming as the sun one year, though it was more like the smiling sun we used to see on cereal boxes, not something meteorologically accurate.
Has anyone dressed as a snowflake or a tornado or a lightning bolt? I’d like to hear about it. And send a photo, if you feel daring….