Confused? Wondering what this has to do with Allen's preparation for Super Bowl 50, which will be played in Santa Clara, California, a short drive from his childhood home in Los Gatos?
Everything, in a roundabout kind of way.
Allen wore the costume as he left the Kansas City Chiefs locker room after making his first career start, against arguably the best quarterback in the NFL at the time, Indianapolis' Peyton Manning.
Manning, now with the AFC champion Denver Broncos, also could be the last quarterback Allen faces. Manning, 39, is contemplating retirement and Allen, 33, is unsure of his future.
"I don't know what his plan is," Allen said Wednesday. "My plan is to prepare to win a football game. I don't get caught up in what people's personal decisions are."
Allen missed the NFC Championship Game with a broken foot suffered in a divisional playoff victory. He wasn't happy. He felt he could have played. He wasn't listed on the injury report Wednesday and declared he would be ready for the Broncos on Feb. 7.
This is a dream come true for Allen, who has 136 career sacks, tied with Julius Peppers for most among active players. Allen spent the first three games of this season with the Chicago Bears. He was traded to Carolina because the Panthers needed somebody to replace Charles Johnson, who would miss the next seven games with a hamstring injury.
Allen went from a 0-3 team to a 3-0 team that ultimately would go 14-0 before losing its first game. It was as if Allen hit the lottery, giving him a chance to check off the one piece missing from his résumé.
A trip to the Super Bowl.
That the game is near the ranch where Allen grew up riding his stallion Rockin' Robin and chasing steers, where he earned the nickname "Cowboy," makes this feel like a Hollywood script.
All that came rushing in as Allen stood on the sideline during Sunday's 49-15 victory over Arizona in the NFC Championship Game.
"It's surreal," said Allen, who still wears a cowboy hat to the stadium on game days. "I get to go back and play in my home city. It's right in my backyard. That kind of stuff, the excitement and reflecting on the whole 12-year journey it took to get here."
Allen was the best cheerleader he could be Sunday. He wants to be the best pass-rusher he can be against Denver.
He doesn't believe his foot injury, which will require offseason surgery, will be an issue. He says it's easier to run than it is to walk -- and you don't get to the quarterback by walking.
"Fresh legs now and ready to go," Allen said.
Allen has the uncanny ability to remember every quarterback he has sacked. He didn't hesitate when asked when he got to Manning.
"Two thousand and eight," he said. "Two thousand and eight at Minnesota."
That brings us back to Phelps. Allen doesn't care nearly as much about getting a sack as he does getting the result he had in that Oct. 31, 2004, game against Manning.
The Chiefs won 45-35. Allen had one tackle, no sacks.
"I hit him a bunch of times, though," Allen said. "And we won the game. And then I dressed as Michael Phelps and left the locker room."