Both Chambers and Longmans dictionaries indicate that paraphernalia is a plural word. Since it means "a number of items" it's difficult to see how there could be a singular form - referring to a single item as paraphernalia seems to contradict the essence of the word.
Nevertheless, the aforementioned Chambers states that the same word, paraphernalia, can be used in the singular.
Paraphenalia literally means a married woman's personal property, exclusive of her dowry. [Medieval Latin paraphernlia, neuter pl. of paraphernlis, pertaining to the parapherna, a married woman's property exclusive of her dowry, from Greek : para-, beyond; see para-1 + phern, dowry; see bher-1 in Indo-European roots.]
So in the Latin, it is a plural and the singular is paraphernlis but I have seen the word paraphenalium floating around -- but I think it's made up, like a backronym.
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