Actually have only been to one nudist costume, theme party. It was at Mira Vista Resort in Marana/Tucson, AZ. It was this past Mardi Gras theme dance they had and it was lots of fun. We were there with close friends but only one couple stayed with us and danced and had fun til we closed the place down! We don't typically visit clubs or resorts specifically for costume/theme dance parties. We attend when we are able and our calendar and the club's/resort's event calendars don't always mesh.
For a while, we stayed in costume; Di - mask, feather boa, sheer sarong and bangled flip flops. Me - Hat, Mask, bow tie, flip flops. By midway through the party, we were naked except for Di's boa! :D
Best part of the event ... Di really loved the theme dance and party. I think she'd like to do more of these but enjoys going with friends. Since these close friends live in CO, it's not often that we can get together. But I'm sure that when we do and we hit the calendar just right, we'll attend more of these costume parties.