Only really specific thing I can think of is the noose.
Hmmm, for some reason I picture Nick in a White suit with a black shirt, or maybe some small black stripes. This guy fits the look pretty well. (unfortunately, in my mind's eye it's a
very nice suit)
https://www.ahfashion.com/products_pictures/white-suit2s.jpgAs for a representation of his shadow, the best I'd be able to come up with for a costume is some version of a Mistborn cloak.
If your not familiar with Brandon Sanderson's Mistborn series, here's a pretty good drawing of his main character wearing a Mistborn cloak.
http://fc03.deviantart.net/fs46/f/2009/165/1/9/Mistborn__Vin_character_design_by_kaikonen.jpgIt might be better to forgoe the shadow all together though, but if you can get ahold of a cheap black silky (in my minds eye silky or maybe satiny is the most important detail) long flowing capelike thingy and shread it, that might work.
maybe some ozzy specs like these to cap it off.
http://www.racheshop.de/product_images/images/big/6724Llennonsonnenbrille1_220x111.jpgYeah that's the easy part. I just have to rigit so he can't accidentally strangle himself. :O
Make it out of a weak leather thong. $5 at walmart for a spool.
P.S. and if you are worried about it cinching before it breaks somehow, tie a stopper knot on the line that slides through the rest of the knot. I'll take a picture of what I have in mind when I get home. I have the thong and everything.