The body of the costume is made of soft warm fleece and stuffed with TONS and TONS of poly-fil. Perhaps too much. Holding becomes problematic.
The hat is knitted. I originally made one for lily and molly. Sometimes when I'm feeling really bedeviled we will go out to a public place and I put them on at the same time. I think in a year Lily might start asserting her independence about the issue.
If anyone would like a tutorial on how to knit the hat please let me know. If enough people were interested I'd be happy to write a tutorial.