According to this report in the Kansas City Star (thanks, Steve), witnesses saw the man break into the Kansas City Costume Co. yesterday at about 8:45 p.m., remove the big yellow bird costume and then walk down the street to a nearby drinking establishment. "Several witnesses saw this and called," said a KCPD police spokeswoman. "We located him at the bar and arrested him."
The pictures (bottom four credited to "Autumn Morningsky") tell the story adequately here: