Most of the costumes and wigs were made from scratch. The budget was very tight, so renting them was not feasible. The early 18th century is rarely depicted on film, so few costume houses had much appropriate stock available. Clothes and wigs were custom built, then deconstructed and re-used in other scenes.
The historical Abigail entered Queen Anne's service in 1704. Anne's husband, Prince George of Denmark, is never seen or mentioned, even though he didn't die until 1708. His death, as well as the deaths of their children, was among the reasons for Anne's depression.
Costume designer Sandy Powell intentionally used anachronistic fabrics. Laser-cut lace and vinyl were used for many courtiers' clothes. The servants' dresses and britches are made from denim recycled from thrift store jeans from throughout England. Queen Anne's dressing gown is made from a chenille blanket that Powell found on eBay.
All of the actors rehearsed together for three weeks. They played a variety of improvisation games, worked with a choreographer, and were given free rein to look foolish in front of each other, so there would be no inhibitions on set.