Yes they’re around. They’re often called Military Surplus stores. And yes you can buy insignia there.
If one were on a military base, however, I believe you’d have to prove your rank to purchase high ranking insignia. I’ve never tried it, so I’m not certain about that.
I saw a guy dressed as Hodor from GOT, with a box of Raisin Bran strapped to his back.
The aforesaid Commander (Captain) Crane.
His insigne of rank is that of a Full Commander (as opposed to a Lt Commander). He’s a Captain because he’s the nominal master of the Seaview. (Admiral Nelson was just the owner.)
This, on the other hand, is a Lt Commander:
One Halloween costume I heard about that I always wanted to try, and as long as you had two computer tablets, an old t-shirt, red paint or dye and duct tape, it would be fairly low effort. I actually have everything needed to do this, but have not been to a Halloween party in years 
Cut a ragged hole in the front and back of the t-shirt a few inches across, and liberally apply the red paint or dye around the cut holes. It’s meant to look like a shotgun blast.
Create a harness out of the duct tape to strap over your shoulders and hold the two tablets to your chest and back screen-side out, sandwich board style.
Connect the tablets to each other so that each tablet shows the front camera view of the other.
Fit the t-shirt over the tablets so that the holes only show the screen area, and of course make sure that the camera lenses are not obscured.
You now look like the victim of a shotgun blast that people can see right through, just like Goldie Hawn in ‘Death Becomes Her’!
