Well Axl can pretty much transform his way into a costume so he might take his human persona, but in a mafia member outfit.
X might go in one of his armors (that or Dr. Light might make a custom armor for X just for Halloween, except the armor won't have any additional benefits. Except changing his buster shots colors into orange and black.)
Nitori might fix something up for Zero (I would laugh if Nitori made Zero a kappa costume for Halloween.) That or Zero might cheat his way through and activate his Absolute Zero form from Command Mission (which he still has. It's a Hyper Mode.)
Absolute Zero:

it boosts all of his stats vastly, even doubling his attack power, and has the ability to break through any defense. He does not usually use weapons in this form, since he can use his claws in powerful melee moves. His Main Weapon becomes the attack Crimson End (クリムゾンエンド?), and his Sub Weapons the Water-attribute attacks Killer Left (ジェノサイドレフト? "Genocide Left") and Brutal Right (ダムドライト? "Damned Right"). His Action Trigger (ultimate move) is the Calamitous Arts in this form. Calamitous Arts makes a DDR-style screen come up, and commands must be entered in. Missing one will not perform that specific strike. The total time in which the Action Trigger lasts is determined by the amount of WE (weapon energy) available. In the RP when Zero activates this form (which will be soon) I will make it to where he becomes slightly more sadistic, yet more powerful. Calamitous Arts in this RP will basically have him trap his opponent in a veil of icy cold water (get it? Cause he is called Absolute Zero! The water is ice cold!), then constantly attack with a fierce and dangerous barrage of slashes, and punches with his claws. All the while teleporting in and out between attacks.