The British just love dressing up. We do it all the time. Geeky students borrow fishnet stockings and a basque for Rocky Horror Show tribute nights. Bridget Jones wore bunny ears and a fluffy tail to what she expected to be a Tarts and Vicars party.
Only a few weeks ago, the BBC's political editor, Andrew Marr, put on bike leathers and strutted across a stage to raise money for Children in Need. We have a rich tradition of cross-dressing, too: Harry's mother Diana and Sarah Ferguson once crashed a party dressed as policemen.
It's even considered OK, in Sloaney circles, to throw "Colonial and Native" parties like the one Harry was attending. Prince William wore a straw skirt for his 21st (the dress code for that party was "Out of Africa") and this time he reportedly turned up wearing a skin-tight black leotard and leopard-skin paws and a tail.
It's precisely because colonial Africa is a sensitive subject among Guardian readers and New Labour that this class of British society loves to revive it. The sexually uptight middle classes have their tarts and vicars; for the upper classes, it's Britain's colonial past that provides a bit of a frisson. It might have been terribly bad to pretend we owned half the world. But it was fun, wasn't it?
At first glance Harry's choice of costume in any case seems completely inappropriate to Britons brought up on a diet of Third Reich documentaries depicting stormtroopers marching through Europe. What have the Nazis got to do with Britain's colonies? Actually, his outfit displays the sensibilities of a prince who has gone to considerable trouble to fit the Colonial and Native theme. If he had wanted to look like a stereotypical Nazi, he would have worn a long trenchcoat. Instead, he's sought out the short-sleeved desert uniform of Rommel's Afrika Korps. Harry wasn't after comic effect. He went for authenticity.
The online auction site eBay has banned Nazi memorabilia, and the prince wouldn't have asked a palace dressmaker to run up the costume. Ordering the insignia from one of the nasty online outlets touting reproduction SS knuckledusters would have been ludicrous. It seems equally unlikely that his great-great uncle Edward's personal effects are lying around Clarence House. So he must have used a fancy dress supplier.
Predictably, the chairman of the British Costume Association said today that Nazi costume was a "grey area". "Most of our members would only supply this sort of thing to stage productions, not for parties and certainly not to a youngster." Tellingly, the most popular Nazi-influenced outfit appears to be the Freddie Starr version, involving wellies and white shorts decorated with a swastika. But that wasn't Harry's style.
You can get away with impersonating almost anyone if you do it with irony, however crude. When Aaron Barschak gatecrashed Prince William's birthday party wearing an Osama bin Laden beard and flipped up his robe to flash a pubic wig, it was shocking - but pretty funny, too, because Bin Laden himself would have been disgusted at the sight.
Harry's mistake was that he didn't do irony. He wore a costume, but he didn't dress up. When the invitation says "fancy dress", we want just that - something fancy, something naughty, something a little bit provocative, maybe. We want a sense of humour. The truly frightening thing about this particular royal gaffe is not that the prince has a perverted sense of humour. It's when you look at his swaggering demeanour in the photographs in today's Sun that it hits you: Harry apparently thinks he looks damned fine in Nazi costume.