Flame cloak

The Flame Cloak is, as the name suggests, a cloak made out of flames. Finn is seen wearing it in "Dungeon Train" after he somehow obtains it from a Boss Fight as loot. He wears it throughout the rest of the episode as he takes Jake's Pack and retreives his Future Crystal.

Background
It is unknown how the Flame Cloak was made, but one can probably guess it's a form of clothing from the Fire Kingdom or a magical item loot generated by the Dungeon Train.

Trivia

 * It is unknown if it actually burns the person wearing it. It could be Finn's resistance to fire that keeps him ignoring it or it could be conditioned with a fabric or metal on the inside.