The Bubblehead Nurse wears an old style nurse uniform that got a sexy makeover. The cleavage is very low, the skirt extremely short and overall the dress fits very tight.
It has a lot of dark, brownish-black stains all over.
Tea- or coffee-stain the dress and then add the dark areas with paint, spray paint or whatever technique you can come up with.
Keep in mind though that just like almost all other Silent Hill creatures the Bubblehead Nurse shows no actual blood stains.
She also has a little nametag on her left breast.

Her face is what gave her the name. It is a big, distorted something with two flaps framing her "face". A detail that is rarely noticed is the square with the bright red "lips" in front of where normal people would have their mouth.
The color of her head is more brownish than the rest of her skin.
If you want to make this costume for more serious reasons please stay away from gauze. Instead try getting someone to help you make a duct tape dummy of your head (google for "duct tape head dummy" to find infos about how to do it) and then sculpt the head and face of the nurse. Depending on your time and budget you can either use crafting foam for the shape and then cover it with liqid latex for the skin-like texture or you make the entire thing out of liquid latex or "dragonskin". Make sure you add airholes as well as a flexible part somewhere so you can actually fit the finished mask over your head!

The Bubblehead Nurse might be wearing a pantyhose since the color of her legs is more gray and at the same time more even than the color of her arms and cleavage.

Her shoes are white pumps without heel. Those are probably rather difficult to find, but no one will really complain if your shoes have a little heel on them.
Also, for some reason the Nurse's shoes are quite clean compared to the rest of her outfit.

The rusty looking steel pipe will finish the look.

I tried to find a nurse costume online that only had to be modified a bit. The one I got then was nothing I needed though, so I ended up making most of the costume myself. The bought costume was only used for the top part and the basic sleeves.

I made a short skirt with a belt to wear over top of the original dress, cut off the bottom part of the orignal sleeves and added new ones, simply made out of strips of fabric that I sewed onto the sleeves. The original collar also got removed and replaced with the Brookhaven style collar, made from two front pieces and one back piece. It took me a while playing around to get the size and shape right.

The biggest challenge was the head: now, years later I know better ways to make it, but back then I started out making a frame out of thick wire, which fit around my head. I started building it up with foam and crafting foam, making the side parts out of sheets of crafting foam. I cut little holes for the eyes and in the mouth area to be able to breathe. These I covered with gray stocking to make them less noticable. Eventually I added several layers of liquid latex (not on the eye- and air holes!!) to give it a more skin like look as well as adding some veins and bumps, then I painted the whole thing.
Then I made a nurse hat out of very stiff white fabric, glued a teal satin strip around the front edge, and glued the hat to the costume.

Since the Bubblehead Nurses indexfinger, middle finger and ring finger appear webbed I used cheap latex gloves to imitate the effect. I put on one glove, cut off the fingers and the edge of another glove so it was just one long strip of latex, wrapped and glued this around the three fingers of the other hand (the one wearing the latex glove), and used liquid latex to make the extra piece blend in. That way my hands/gloves looked like in the game.
The shoes are simply from ebay. Since I have big feet it is hard for me to find shoes in the right size and color, so I ended up buying black shoes which got painted white.

To stain the dress I used carefully applied spray paint, acrylic paint applied with roughly wrinkled up paper towel, splattered paint onto the dress with a paintbrush and hot chocolate mix.

My body paint was pretty low quality, dilluted acrylic paint. I don't recommend it since it does not stay on very long and does not show well in photos unless a lot of it is applied.

The steel pipe I carried around actually really is a steel pipe from a hardware store, added the ring on the top (made out of crafting foam) and also added an elbow connection on the top, then painted the whole thing in rusty metallic colors.