I'd have put money on those purple tights.
Well, as long as you don't put money IN those purple tights... 
I don't know why, but this reminds me of an incident when I was in costume. And I don't know if I should post this (long) story in public...but I'm going to.

For quite a few years here in Olympia, I was involved in an annual AIDS benefit revue. One year, Rick, the director of the show, and I did "Beauty That Drives a Man Mad" from
Some Like It Hot: The Musical in full drag. We transcribed the version from the London cast recording ... royalties be damned. I have another story about the costume itself. Right after our song, the rest of the cast came onstage and sang "Money, Money" from the movie version of "Cabaret," as Rick and I went out into the audience with purses in hand to get more money for the cause (The United Comminity AIDS Network). As the song ended, we stayed out in the audience during intermission getting money from the people who weren't sitting on the aisles.
Anyway, at the back of the orchestra level is a wall and the first balcony starts there about 10 feet up. A former coworker (Gloria) was in the front row of the balcony and she wanted to throw money down to me. I held open the purse, she dropped the bill and I missed catching. By this time, my then 14 (or so) year old niece, my sister and my sister's boyfriend were all standing around me and talking with Gloria. When I missed catching the money, Gloria apologized for not aiming and I said (without thinking...out loud...in front of EVERYONE), "
That's okay. I'm not to proud to bend over for money!"

Has anyone else had an incredibly embarrasing moment like that??

I will admit that, even at the time, I thought it was pretty damned funny!