Never trust clowns

[Jamesman42]

I'm Mrs. Rockso, the rock and roll clown's wife, and I steal wallets

[Gadough]

I'm Mrs. Rockso, the rock and roll clown's wife, and I steal wallets

You have no idea how hard I just laughed at that. Well done.

[Jamesman42]

*bows*

[LieLowTheWantedMan]

I don't know all the details, but I'm not convinced it was the woman. I mean, as mentioned in the OP, she was known to the other clowns. Meaning, she could expect a knock on the door from the cops within a few hours of the event. Banking on the hope that she can get rid of all evidence doesn't seem like a likely scenario.
What about the other guests?

rumborak

Hey, yeah. Say, you didn't really belong there, LLTWM. It doesn't sound too far-fetched to believe that you'd go to your friend's cousin's party, steal a few things and blame it on a poor clown. Nobody suspects the friend of the cousin when thar's clowns aboundin'!

Colonel LieLowTheWantedMan in the library with the candlestick.

Wait so... there was a clown there, but no one hired a clown... and no one said anything? WTF 

Yeah, pretty much.

[LieLowTheWantedMan]

I don't know all the details, but I'm not convinced it was the woman. I mean, as mentioned in the OP, she was known to the other clowns. Meaning, she could expect a knock on the door from the cops within a few hours of the event. Banking on the hope that she can get rid of all evidence doesn't seem like a likely scenario.
What about the other guests?

There weren't other clowns. The woman claimed to be there as some training thing, which I find really hard to believe. But I wasn't one of the ones she was talking to and the people she were talking to believed her.

[TheMadgician]

As is the case with many things in life, Deadpool knows what's up.