Yes, they do let you volunteer in costume - depending on the costume. The general rule is that if your costume is not a distraction to your volunteer work, it's ok. If you have a "professional" costume where everybody is asking to take your picture, then it will have to be removed until your shift is over. If you're a distraction, you can't do your job well. Last year during one of my shifts, there were several people in costume. They weren't "show stopping" costumes, and they were allowed to do their shift with no issues. One person had on a Minecraft like box helmet that he took off during the shift. Hope that helps.