Purim is a festive day of merrymaking when it’s common to dress up in costumes. The practice traces back centuries, possibly to medieval Italy and the fact that Purim tends to coincide with Mardi Gras on the calendar.
Masquerading also ties into several themes of the Purim story. The Book of Esther is one of only two books in the Hebrew Bible which does not mention God’s name, and God plays no overt role in saving of the Jews of ancient Purim, the miracle which Purim celebrates. The name of Queen Esther also means “hidden” in Hebrew.