In the cartoon, an NSA spy wearing a stereotypical spy outfit (raincoat and headphones) has just been turned away from a house marked 'Allies' (a reference the the USA's 'friends' in Europe). The woman is Angela Merkel (whose mobile phone was tapped by the NSA). The man, who is holding out of bowl of candy, tells the spy, "Worst Halloween costume ever", to which the latter replies, "I can still hear you!" Note the Jack o' Lantern (carved pumpkin) on the steps.
It's not clear (to me anyway) whether the spy says "I can still hear you" because the couple might think he can't hear because he's wearing headphones, or whether it's because he is bugging their house. The fact that the headphones don't appear to be plugged in to anything makes me think the former. But I may be wrong.
'Worst' is the irregular superlative form of 'bad'. Not to be confused with 'worse', which is the comparative form. • This is the worst movie I've ever seen. It's even worse than Scary Movie 5.