Ebeneezer Scrooge: Yes, he's really a Christmas character, but he is also a very recognizable figure outside of the Yuletide holiday. Just get yourself a top hat, a suit (or, better yet, a coat with tails), a cane, and a sour disposition. Go around and say "Bah, humbug" all night. Or, if you want to go out with a partner, you could dress up in Scrooge's nighttime getup (nightdress or pajamas, a robe, slippers, and nightcap) and have your partner dress up like one of the ghosts that visit Scrooge. Depending on your partner's whims and physical appearance, you might go with Jacob Marley (dusty, old-fashioned clothes and chains), the Ghost of Christmas Past (depictions vary, but one could just go with a traditional ghost costume or ethereal white clothing), the Ghost of Christmas Present (jolly and large, this ghost always seems to wear green and gold velvet robes and sport an impressive beard), or the Ghost of Christmas Yet to Come (get a Death costume and call it a day).
Antony & Cleopatra: If you and your significant other need some last-minute costumes for a party, Antony and Cleopatra might serve your needs. For a spur-of-the-moment costume, he could get away with a toga (made from a plain white bedsheet - no prints or, god forbid, pastels) and sandals, and she could wear a long white or gold dress, gold necklaces, a gold headband (or headpiece), and sandals. However, with a little planning and foresight, you could get some proper armor for him and a proper gown and wig for her at a costume shop. Depending on your mood, Cleopatra could carry around a fake snake to serve as her asp.
Anna Karenina: If an elegant masquerade is on your Halloween to-do list and you want to go the glamorous (as opposed to gory) route this Halloween, you might consider this beautiful but doomed heroine. While her clothing might not be that easy to find (think fur hats and capes, jewels, and fancy gowns), you'd look glorious and you'd be warm. Additionally, with the new film adaptation coming out this year, you'll be able to glean lots of ideas from the pictures of Keira Knightly looking tragically beautiful (or perhaps that is beautifully tragic). Just stay away from trains on Halloween - there's no need to follow the story to the letter.
The Snow Queen: Hans Christian Anderson's Snow Queen is another elegant, if more recognizable, option. White clothing is a must here, but the look might range from a white fur coat (if you have one handy) to a long white dress and gloves. Make your hair white (either by using temporary spray or by covering your hair with baby powder and then spraying hairspray on it to keep it in place) and your features as pale as possible. For an added effect, you might add some silver glitter to your hair, face, and body. Just don't go crazy - you want the glitter to suggest iciness, not "got too crazy with the testers at Claire's."