As described by Lucie Armstrong in The Ball-Room Guide (London and New York, c1880):
The Calico Ball is a fancy ball at which the dresses are made of calico. Sateen, chintz and velveteen are allowable, and any other material which is made of cotton. The invitation, of course, states the nature of the ball.
It really seems to have been primarily about the fabric rather than any costume theme, though obviously some costumes will work better when made out of cottons than others. She goes on to make some suggestions. For ladies: a dairymaid, a charity girl from St. Giles', or a Dresden shepherdess. For gentlemen: a Maltese peasant, Albanian costume, Saxon dress, or an Italian peasant.
The anonymous author of Masquerades, tableaux and drills (New York, 1906) added more details:
Gloves are mitts are seldom used at calico balls, although they are permissible. Regarding materials for calico-ball costumes -- there are, besides calico, many dainty fabrics, cotton crêpes and the like, which may be made up most artistically; however, there is most fun when all the costumes are made of the old-fashioned calico. Ribbon, net, and tinsel trimmings are allowable. Among the costumes most generally chosen for calico balls are peasant and shepherdess dresses, and those for fish girls, flower girls and charity girls; poudré and watteau costumes and those for Cinderella, Mother Hubbard, waiting-maids, Bo-Peep, Dolly Varden or almost any of those suggested and pictured throughout these pages. The men at such balls wear simply made character costumes or dress suits made of "calico"; or sometimes ordinary dress suits faced with bright cambric or flowered fabrics.
So how did they do in Victoria, British Columbia, on the evening of Wednesday, December 9th, 1885? As reported by the Daily Colonist on the morning of the 10th, at the calico party held by Mr. and Mrs. Robert Dunsmuir,
Most of the costumes were unique and handsome; all were tasteful and appropriate. Although in some instances more costly fabrics were employed, calico and satteen frocks predominaed; and the colors of these were so pretty and the dresses so delicately fashioned that few who were not in the secret would have imagined that they were not composed of the most expensive materials. A few of the older members of the company did not observe the mandatory injunction of calico; and the worthy host and hostess, whose hospitality is proverbial, appeared in evening dress.
The article goes on to note that there was dancing both before and after the midnight supper, continuing until an "early hour" and that the party was "unanimously voted by the participants to be the pleasantest of the kind that has ever taken place in this province."
Among the costumes, "Mythology and ancient history were represented and nearly every personage or character of note from the middle ages down to the present time -- the dude not omitted -- was there." And then there's an enormous list of costumes and wearers. Among the standouts:
Probably on theme: Queen of the Sunflowers, Florence Nightingale, Rachel the Gleaner, Fishwife, Alsatian peasant girl, charity schoolgirl, foresters, Neapolitan fisherman, etc.
Seems likely to have used those "more costly" fabrics: "a lady of the court of Louis XIII, white with gold, pearl and emerald and ruby ornaments," or perhaps the daughter of the house as winter "in white and swansdown, frosted moss and crown".
Many other costumes are listed, most of them the typical of the late nineteenth century. And, once again, there was cross-dressing of various sorts. It's fascinating that it seems to be the men, not the women, who do it:
Mr. Herbert Jones, as "Cherry Ripe," a young lady
Mr. W. Ward as a "Baby," with Mr. A. Brealey as "Dry Nurse"
Baby costumes, often with nurses, were popular; I've seen photos of them.
As noted, the rules were not strictly enforced, starting with the host and hostess. There were also gentlemen in naval uniform and others not in costume at all.
And my absolute favorite costume, since I have no idea what it might have looked like:
L. Crease -- "Early Hebron Potato"
There's no note about whether he wore gloves.
[I'll add the full list from the article at some point.]
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