There are four different styles in the Musical Theatre, these are: Unique, Cool, Cute and Elegant. To match the theme of each show, the Pokémon must use props or assessories to boost its theme.
There are various items that you can obtain throughout the game, such as from a man in Opelucid City who will give you five different props each day. Also, on your birthday you obtain a special prop. However, the easiest way of gaining props is to enter the musical and gain fans. You will get fans after the second or third entry - talk to them and you are likely to gain a prop.
There are many props to collect, here are a couple, sorted by theme:
Unique: Scarlet Hat, Bib, Straw Hat, Helmet and Paint Brush.
Cool: Electric Guitar, Toy Fishing Rod, Lantern, Microphone and Ladel.
Cute: Tambourine, Candy, Crimson Scarf, Frilly Apron and White Wings
Elegant: Bowtie, Snow Crystal, White Cape, Tiara and Necklace.