Could you hire one? Is it just for a one-off thing? I did this once for a new year's eve party (I had my hair bobbed then so looked the part)and got all the extras with it-cigarette holder, headband with feather, long beads etc. Can't remember how much it cost but it was quite reasonable.
If you want to wear it quite a lot the only suggestion I can think of is to get a plain dress (charity shop?) and sew some fringes on to it. Haven't got a clue what ASOS is!