Adam Clarke Commentary:
Wedding garment - Among the orientals, long white robes were worn at public festivals; and those who appeared on such occasions with any other garments were esteemed, not only highly culpable, but worthy of punishment. Our Lord seems here to allude to Zephaniah 1:7, Zephaniah 1:8, The Lord hath prepared a Sacrifice, he hath Bidden his guests. And it shall come to pass, in the day of the Lord's sacrifice, that I will Punish the princes, and the King's Children, and All Such as are clothed with Strange Apparel. The person who invited the guests prepared such a garment for each, for the time being; and with which he was furnished on his application to the ruler of the feast. It was this which made the conduct of the person mentioned in the text inexcusable; he might have had a proper marriage garment, if he had applied for it.
Albert Barnes' Notes on the Bible:
A man which had not on a wedding garment - In ancient times, kings and princes were accustomed to make presents of changes of raiment to their friends and favourites, to refuse to receive which was an expression of highest contempt, Genesis 45:22; 2 Kings 10:22; Esther 6:8; Esther 8:15. It was, of course, expected that such garments would be worn when they came into the presence of the benefactor. The garments worn on festival occasions were chiefly long white robes, and it was the custom of the person who made the feast to prepare such robes to be worn by the guests. This renders the conduct of this man more inexcusable. He came in his common and ordinary dress, as he was taken from the highway: and though he had not a garment of his own suitable for the occasion, yet one had been provided for him, if he had applied for it. His not doing it was expressive of the highest disrespect for the king. This beautifully represents the conduct of the hypocrite in the church. A garment of salvation might be his, performed by the hands of the Saviour, and dyed in his blood; but the hypocrite chooses the filthy rags of his own righteousness, and thus offers the highest contempt for that provided in the gospel. He is to blame, not for being invited - not for coming, if he would come, for he is freely invited but for offering the highest contempt to the King of Zion in presenting himself with all his filth and rags, and in refusing to be saved in the way provided in the gospel.
(bold / underline mine). More commentaries on Matt 22:11 can be found here