The Cell Block Tango outfits from Chicago consists of a variety of black vintage pieces, with fishnet and vinyl/leather a common theme. Don't forget to check out The Costumer's Guide for more information on Chicago costumes.

Ensemble - Depending on the Merry Murderess, the outfits worn during the Cell Block Tango differ slightly. They are all made from black material, usually with leather/vinyl of some sort. Also, 'straps' are a recurring theme, i.e. the 2" bands from fabric usually connecting a midriff baring top to shorty shorts. Fishnet is also a common. A few have black fringe decorating the short bottom pieces, others wear gauntlets reaching to their elbow.

Accessories & Shoes - The Merry Murderesses wear vintage '20s shoes, either ankle height or lace up boots. All shoes are black with a heel, most look like suede or leather. None wear jewelry, though of course all Murderesses have a length of red silk material (or in the case of the Hungarian, white).

Linkage:
Maggie's Chicago Costume Research
Cap It! - Chicago screencaps
all that jazz - Cell Block Tango screencaps