if you asked very nicely (or made up a lie about a sick grandma) your local fire department or ambulance service might slip you an O2 mask for free. Just ask for a "simple face mask" or failing that, a "non-rebreather". The non-rebreather has a clear plastic bag hanging off the bottom but it could be easily snipped off and the tubing glued into place. I know if someone came and asked me for one i would give it to them, especially if it was for a halloween costume!
If that doesn't get you anywhere you might be able to get them at a drug store, probably from the pharmacist, and definitely from a medical supply store.