Those of high estate who ran afoul of the government in Tudor England had a final decision to make: what to wear for their last day on the public stage--that is, at the scaffold. While the final speeches of the condemned were often recorded, observers were generally less inclined to note the deceased's final fashion choice. Nonetheless, here are a few of the descriptions that have come down to us (when and if I find more, I'll post a sequel):
Anne Boleyn: The various accounts mention either a gray or black gown, over which Anne wore a mantle of ermine, and a gable hood. The Spanish Chronicle adds the detail that Anne wore a red damask skirt and a netted coif over her hair, though another account states that one of Anne's ladies handed her a linen cap into which she bundled her hair after she removed her hood. See Eric Ives, The Life and Death of Anne Boleyn and Alison Weir, The Lady in the Tower, both of which list the various sources for Anne's execution. Weir's book quotes from a number of these sources. (For more on the red skirt, see here.)
John Dudley, Duke of Northumberland: The Chronicle of Queen Jane reports that he wore a gown of "crane-colored" damask, which he removed after mounting the scaffold and before making his speech to the crowd. (One report states that Northumberland's executioner wore a white apron.)
Lady Jane Grey: According to The Chronicle of Queen Jane, she wore the same gown that she had worn to her arraignment: a black gown of cloth, turned down, with a velvet-lined cape. If she also wore the same headdress to her execution that she had worn to her arraignment, it was an all-black French hood. No red skirts here!
Mary, Queen of Scots: John Guy in his biography Queen of Scots describes her attire in great detail: a white linen veil; a gown of thick black satin. "Trimmed with gold embroidery and sable, it was peppered with acorn buttons and of jet, set with pearl." Mary also wore slashed sleeves, over inner sleeves of purple velvet, suede shoes, and "sky-blue stockings embroidered with silver thread and held up by green silk garters." She carried an ivory crucifix and a Latin prayer book. On her girdle was a string of rosary beads with a golden cross. She wore a medallion "bearing the image of Christ as the Lamb of God." Underneath she wore a petticoat of tawny velvet and an inner bodice of tawny satin, which Guy describes as the color of "dried blood; the liturgical color of martyrdom in the Roman Catholic Church." Famously, she was also wearing an auburn wig.