Every year, Ms. Klum spends months trying to outshine the array of other costumes she has worn to her annual Halloween bash, which has become something of a mainstay in New York City over the last quarter-century. In years past, she has dressed as a worm, a peacock, a werewolf, an ogress and E.T., the endearing alien from Steven Spielberg’s 1982 film. She has also dressed as a “clone” of herself and as an older version of herself.