If you want to see how to make the main costume, you can follow this link http://www.instructables.com/id/Marvels-Avengers-Loki-Costume/
Step 1: Tools and materials
Rotary Dremel Kit
Detail Sander (you can use general sand paper, this just makes things a lot faster)
Craft/box cutting knife
Basic Sculpting tools
Hot Glue Gun
Liquid latex or casting silicon
Clear Casting resin
Blue Food coloring or dye
Plaster Of Paris or casting plaster
Step 2: Making your stencil.
For this step, I took a simple image that you can find on the net, Placed it into a drawing program, and added a box grid. Once you have a grid, you are able to free hand draw this onto a piece of cardboard to use later.
Step 3: Making your stencil 3D
The scepter template was covered on both sides with "builders expanding foam", from there, a hacksaw blade was used to cut away the excess foam around the edge of the template.
From there you simply need to sand, and shape your foam to the shape you want your finished product to be.