Although Klinger wore women's clothing as a scam to get out of the army, he took the role seriously and developed a great deal of expertise in ladies fashion and became extremely proud of his "Klinger Collection".
Besides buying outfits, Klinger also made his own, investing money and effort buying the best materials from overseas. In Season 5 "Bug Out", Klinger tells Potter he spent $300 (a big sum in those days) on his "Klinger Collection", including a blue chiffon from "Murdoch's of Toledo". Also in Season 5 "The Colonel's Horse", Klinger asks Potter to help buy 4 yards of material from "Goldstein's on the Ginza". He had a sewing machine in his tent as well as tailor's mannequins. He was sometimes consulted by the nurses and even Margaret on fashion matters.
At least three times Klinger loses his entire "Klinger Collection" of dresses-once when he thought there was a ceasefire and thus he didn't need them for Section 8 anymore; once when he was sent to a Battalion Aid Station with Hawkeye and Houlihan, Radar sold them when he thought Klinger had been killed; another time when the 4077th had bugged out to a new location, he has to trade them to Korean prostitutes so the MASH can use a "school building" as a new operating room!
Eventually, Klinger gives up wearing women's clothing, a change demanded by Farr because he felt his children would be ashamed of his appearing in women's clothing week after week on national television, and the views of the Klinger Collection became more rare from Season 8 onwards. The "Klingerpatra" costume in Season 8 "April Fools", one of his most memorable among the later outfits. The picnic outfit in Season 9 "Taking the Fifth" is probably one of the last.
This page aims to be a complete study of the "Klinger Collection" with his various costumes arranged by the TV Season they appeared in.