small portable smoke machine?
are they old enough to vape? j/k!!
seriously though, I wouldn't worry about it if you're going a 'realistic' route.
BUT, if the costumes are 2-dimensional looking type then I'd just draw the black cloud lines on sturdy hard foam (for bendability) and attach it to the costume around the legs.
Meredith Viera just did this costume on The Today Show & it looks like the tulle was held up & on by fishing line. It's also really creepy looking because she's in a bald cap with weird squiggles on her head & tiny ears. She sorta looks like Sloth from the Goonies movie but whatevs.