Depending upon the types of materials that you’ll be using for a costume or cosplay, you may have to use a glue to attach pieces. A very important key is knowing what type(s) of adhesive(s) is the best one to use for the materials that need to be attached.
The good folks at Lifehacker put together this very useful chart that shows that lists which adhesives are the best to use for attaching specific materials. While we can’t vouch that this is 100% accurate or that it covers every material (which is doesn’t), it could still point you in the right direction for what you need.
Costuming, Cosplay & Costume Clubs 101 