I know that many of us wear wings, it's practically a vital part of every costume. A wonderful friend passed on some fantastic advice on how to properly wash and maintain our precious pieces.
You'll need a bucket with enough water in it to thoroughly soak your wig. The water should be tepid, lukewarm at best. You DON'T want hot water or you'll strip out all those lovely waves in your Lust wig that you love so very much. First mix in a good dollop of mild shampoo...I usually use whatever shampoo I have on hand. When I washed my original Envy wig I used Pantene's 2 in 1 shampoo and conditioner for luscious locks. Once that's good and mixed dip your wig into the solution and gently swish it around with your fingers. Making sure it's good and soaked through. You can start carefully working through some tangles with your fingers if you want, but it's not really necessary at this point.
Once the wig is nice and soaked, pull it out and pat dry with a towel. Don't need to completely dry it, just get all the excess moister off so you're not standing in a puddle while you mix up the next step for your wig.
Drain the bucket and refill it with the same temp water as before to about the same water level. Mix liquid fabric softener into the water (shouldn't take much, I just guessed...no more than a cap full for sure). Once everything is all mixed, dip your nice, clean wig into the mix. Make sure it's completely submerged and then go watch a couple episodes of your favorite show. Your wig needs to soak for a good 30 minutes or so.
Once that's all said and done, pull out your wig and pat out as much of the water with a towel as you can then hang it to dry somewhere that you don't mind water dripping. Like the shower or something. ^^ Let it completely dry before you try and comb it out or you'll, again, pull all those lovely waves out and will also damage the fibers of the wig. Once it's dry (will probably take over night), you'll need a couple hours to sit and spend some loving time carefully combing out all the knots and tangles. Always use a comb, NEVER a brush. Brushes are designed based on the concept of wanting to pull out loose hairs, which you don't want with a wig.
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I hope this helps. Happy cosplaying!