You might want to start with this list. I think it just covers those sites with digital collections online. In that case, there will be lots of gaps. http://demodecouture.com/extant-costumes/
If you plan to go to the Western NY area, I can give you a list of some collections. People usually wouldn't think to check the Jello Musuem for a collection of 19th century underpinnings. Go figure.