This is a hard costume to make out of found materials and thrift store buys, so I would recommend getting all of the materials and instructions to make one yourself.
A pattern for a Harley Quinn outfit is not something that you can find in just any fabric or craft store. Fortunately, Holly Messinger, an expert seamstress and costume designer, has put together a pattern for a custom fit Harley Quinn costume. The above pictured costume was made using this pattern.
See also our how-to instructions for a Poison Ivy costume.