As reported by Walter Scott in today's Parade Magazine newspaper insert, Greg Lavoi, costumer for "The Closer", buys vintage suits for Kyra Sedgewick's character on EBay. This pink jacket is a 1970's Lilli Ann.
This suit is a 1940's Irene, also purchased on EBay, which has been tailored to fit Miss Sedgewick. You can read all about Lavoi's costume choices for "The Closer" on his Fashion File reports at the TNT website.