There are lots of situations around the calendar where a wig that adds to a colonial costume is just right for an occasion. In fact, it is such a common costume accessory that if you think you will use it often, that might be a good reason to own a wig that creates that colonial feel.
The obvious occasion that springs to mind is Fourth of July. You don’t have to go very far during any July Fourth holiday to find someone doing a speech as though they were Benjamin Franklin or some other famous person from this era. And as you stand in front of a church or a big gala at the park to do the Declaration of Independence or another speech made famous in the founding of the country, a good wig that makes the character work is really not optional but a necessity.
Another setting where a colonial costume is a perfect fit to the atmosphere you are trying to achieve is a re-enactors event. These are events in which various actors perform in costume and in the proper setting and literally recreate a scene from the past. These kinds of events are very popular especially on the east coast and many people with a love of history join re-enactor organizations just to participate and maybe play their favorite character from the first decade of our country's existence. So in that setting, not only would you want to keep a colonial outfit, you would want a wig that you could wear again and again as you go to different events to perform as your characters.
Halloween is an obvious third setting where a colonial costume, wig included is a perfect choice for a gala Halloween party to celebrate the season. Not only does this kind of costume fit nicely with the event, it is comfortable and wears well which you cannot say if you go as the Tin Man from The Wizard of Oz or as Frankenstein.
If you are putting together your costume for a one time event such as a Halloween party, you should be able to find the right kind of accessories and wigs at any good costume store. But be sure you try each item on including the wig and learn how to put a wig on if you are not used to it because it can be tricky and feel funny for a first timer.
But if you think you are going to need your costume many times, you will want to invest in the clothing and wig of the colonial period and get things that are durable and well made. Of course, all of these things can be made from scratch. But especially with a wig, it might be best to visit a wig retailer who serves the needs of the wider wig clientele and see if they can find you just the right costume wig for your purposes.