According to Seneca, a proposal was once made in the senate that slaves should be made to wear distinctive clothes. The proposal was dropped, however, when it was realized that it would allow slaves to realize their numbers (and plot rebellion). Whatever the truth of this story, there was never any established slave “costume” in Rome. Slaves (and freedmen) were of course forbidden to wear the toga, so most usually wore some sort of tunic. If we can take Petronius’ Trimalchio as representative of reality, some wealthy Romans had their slaves wear some sort of livery. But otherwise, a slave was not distinguishable at first glance, unless he was forced to wear an iron collar or had been tattooed or branded.

On some estates, it seems to have been customary to brand slaves (Diodorus notes this about Sicilian masters). But urban Slaves were typically branded only as a punishment (especially for trying to escape); a mark on the forehead seems to have been typical. Crude tattoos were sometimes used for the same purpose, especially during the later Empire. Both brands and tattoos, in fact, were stereotypical marks of slavery, and wealthy freedmen often resorted to beauty patches or elaborate medical procedures to conceal them.

Even if a slave was not marked, escape was difficult. Under normal circumstances, it was easiest for the slaves trusted most by their masters, who were often given considerable independence. One of Cicero’s slave librarians, for example, managed to escape into the Croatian mountains, and was never heard from again. The most famous slave escapes, of course, accompanied the three servile wars of the late republic, the last and greatest of which, under Spartacus, succeed in temporarily liberating tens of thousands. The savage punishment dealt to the survivors of that revolt, however, is indicative of the brutality with which the Romans suppressed both revolt and attempts to escape. It was quite legal to burn a slave alive for conspiracy against his master; and though fugitives weren’t usually killed, they were frequently (to judge from an early imperial law limiting such sales) sold to a brothel or gladiatorial school.

Apologies for the brevity of this answer. I’m currently (pardon the pun) floating downstream in a kayak. When I get back home, I’ll add more references.