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We had to do something similar for "Bloody Bloody Andrew Jackson" but with arrows. We made harnesses that went under their clothes and through a small hole in the back of their costume. Through the hole was a small receiver that could take the dowel from the arrow body. The harness/receiver held the dowel out and it looked like he took an arrow in the back. I think you could do the same thing with a knife. If you have a fake knife that you can remove most of the blade from (perhaps leave an inch or 2) this can be inserted into a receiver similar to what I mentioned above. 

It was a very quick effect and we were able to pull it off with the lights on, so it shouldn't be an issue. 

Let me know if you would like me to draw out what I'm talking about as I know that isn't the best description. :)

Same sort of thing happens in Pippin (which we'll be doing in the spring)...

If you put the character in black clothing and put black velcro on the back of their costume, you just need a knife handle that is thick enough to put enough velcro to stick it coming out of their back.  Or you attach a knife handle to something black that you stick to the clothing, or through a small slit in the clothing.  Options :)

We did "39 Steps" a couple of years ago and the female lead had to come onstage and collapse with a knife sticking out of her dress.  We cut a slit in the back of her dress, and tailored it so that when she was on stage prior to the knife sticking out, you could not see the slit.  We put a wide elastic band around her, below her bust, and attached a piece of cardboard to it with a piece of velcro.  We used a knife- handle only-also with velcro on it.  During the quick change we just attached the knife handle on to the piece of velcro and when she collapsed face down, all you saw was the handle sticking out.

Two years ago, we did "The Plot, Like Gravy, Thickens" with a similar scene. During the blackout (probably about 20 seconds), we had a costume crew member come onstage - and the character who had been stabbed removed and replaced his coat before the lights came back up.  

He was in a rented tuxedo at the time, so we couldn't do any alterations to that jacket.  But we had an older black tuxedo coat in our stock that was so similar - and we could cut the slit and attach the knife more securely.   We attempted some velcro options, but between the darkness and student error/aim, it didn't get attached properly in a consistent manner.

It sounds crazy - but our costume crew loved being able to be a ninja for a few moments! And with the murmuring voices of "what just happened?" remarks from the other cast members, there was enough commotion to allow us the time needed to do the switcheroo without being awkward.  It was quick!

Design for Murder by George Batson requires a character to stumble into the room with gardening shears embedded in his back.  Metals is one of our CTE classes, so I bought a pair of wicked looking gardening shears.  A student in Metals cut off one near the handle, but allowing a little of the shiny blades to show, and welded it onto a small metal plate.  Backed with quilted fabric and sewn into a slit in a blazer, the effect was truly scream-worthy.