It's 2020 and we really shouldn't have to have this conversation but somewhere in the United States of America people just don't seem to get it. Even if it's a Disney Princess, if you're not respecting the cultural value of what that costume stand for i.e. using phrases like "it's just a costume" you're appropriating. For example...
Anything Day of the Dead
Día De Los Muertos is a Mexican holiday celebrated on November 1 aka not Halloween or a costume. Día De Los Muertos or All Souls Day honors friends and family who have passed away. Sugar skulls or Calaveras, are a symbol of Día De Los Muertos again not a costume. Don't wear it no matter how pretty it is. For the sake of time and clarity dressing like a "Mexican lady or man in a sombrero is also a terrible idea. Love the movie CoCo but also respect the sacred practice.
Anything "Voodoo"
I knooooow so spooky and halloweeny right? Well, for one Hollywood has totally botched what you should know about Voodoo. No matter how many times you watch The Princess and Frog you still won't know what Voodoo is until you start studying it and realize it's an umbrella term for so many different spiritual practices. Leave the Witch Doctor costume at Party City and maybe go for the Hot Dog.
An Egyptian Anything
It's historical and pretty. Oh so here's some history, did you know the Ankh was appropriated by appropriated by the Christiansin the 4th century CE? Also every jewel, every color, every symbol had a spiritual and cultural significance that Spirit of Halloween disregards and profits off of every year.
Anything Indigenous
I can't believe this is really a conversation still but you know it'll happen. Disney yet again botched a story and made a fairytale. Headdresses, feathers, face paintings, beading, and yes Pocahontas all inappropriate. Dressing as a race, culture, and yes a stereotype like Black Face, are all terrible ideas. There are so many costumesthat aren't a Ninja or Gesha that you could easily pick and not disrespect a culture or sacred practice.
FYI Hulu Girl or Bollywood also a no and for the love of all that is decent leave the costumes of Topsy and Bopsy from Lovecraft Country alone! If you don't know why Google pickannine