"There are only three known locations of these robes:
Thalmor Wizard Ancano typically wears these type of robes. They can be obtained at the end of The Eye of Magnus. Actually, the Dragonborn can get an unlimited amount of them if they have learned Dead Thrall and if they are level 40 or lower. Making him their thrall and taking all his clothes, going somewhere else will reset his inventory, giving him a new copy of the robes.
There is also a full set including Thalmor Boots, and Thalmor Gloves that can be found in the Thalmor Embassy during the main story quest, Diplomatic Immunity .
There is a third set at a Talos Shrine west of the bandit camp where the Treasure Map I is found. The Shrine is tucked away up on the hillside with four dead worshippers and the corpse of Thalmor Agent Sanyon."
All of this is from
http://elderscrolls.wikia.com/wiki/Thalmor_Robes