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Leg Avenue rainbow leg warmers. About Leg Avenue: escaping our everyday realities is a fantasy we have all indulged in. Living out our dreams and stepping into a world of imagination. Leg Avenue helps you escape to that fantasy place with delightful costumes and beautiful lingerie that stand apart from the competition. But with so many options, it can be hard for consumers to know who they are buying from or if the quality lives up to the price point. That's why Leg Avenue continues to stand apart. We invented the fantasy! From our unique designs and quality material, to our excellent eye for detail, our costumes and lingerie help you live out your fantasy, whatever that may be. For your next escape, let Leg Avenue take you there.