Here is the word of the dubs on such a ghastly thing as a costume ball. The shame of it all.
*** w92 8/15 p. 19 par. 17 Social Entertainment—Enjoy the Benefits, Avoid the Snares ***
17 Fine oversight of a social gathering includes its planning and preparation. This does not require devising a catchy theme to make it unique or memorable but which would imitate worldly parties, such as costume balls or masquerade parties. Can you imagine faithful Israelites in the Promised Land planning a party where all were to dress like pagans in Egypt or another land? Would they plan sensuous dancing or wild music that might be the rage among pagans? Back at Mount Sinai, they did get ensnared in music and dancing such as may have been current and popular in Egypt. We know how God and his mature servant Moses viewed that entertainment. (Exodus 32:5, 6, 17-19) Hence, the host or overseer of a social event should consider whether there will be any singing or dancing; and if so, he should be sure that it is consistent with Christian principles.—2 Corinthians 6:3.