HalloweenCostumes.com and Spirit Halloween both sell Freddy Krueger costumes and accessories for adult men and women. HalloweenCostumes.com also has a costume available in child size. These are available for purchase year round.
Party City and Walmart also sell Nightmare on Elm Street costumes on their official websites. Closer to Halloween, these costumes are available in their physical store locations as well.
For most costumes, accessories are sold separately. It's necessary to buy all pieces separately in order to perfect the gruesome look.
HalloweenCostumes.com and Spirit Halloween also sell related Nightmare on Elm Street decorations. Spirit Halloween even has a costume available for dogs.