Ok, King Henry the 8th beheaded his wife Queen Catherine, right? Well, what a great costume idea!
Get one of those old ball gowns, or some Renaissance looking dress, a fake wig with lots of hair, or if you have enough, use lots of hair spray and make curls, if you can, and just make your hair all around big.
Then get a crown or tiara and some nice shoes or high-heels. And for the beheaded look just get some red Halloween make up, I think they make fake blood for Halloween, and run a strip around your neck.
Another option is to take a Styrofoam board, big enough for your head to fit through, and drape black fabric over it, cutting space for your head, and hands (for holding a bag for candy), and go around with only a head!
Thanks to Kayla C for this creepy idea!