Carrie mentions meeting Natasha "I've talked to her twice. Once I was in a cowboy hat and once I was in my bra. I'm like darn' Annie Get Your Clothes On. without mentioning her outfit she was wearing which would imply she met Natasha just wearing a cowboy hat and she was naked, And it be backwards meeting.
When Charlotte goes to the steam room alone, after she sits down it is clear that she's wearing a bra.