This statue was excavated at Pompeii, in a cupboard in cupboard in the tablinium of the House of Julia Felix aka La Casa della Venere in Bikini and is now in the 'private museum' section in the museum in Naples (photo); the house dates to between AD 62 and 79, and stood on the via dell'Abbondanza.
click here to see the full image.
An inscription confirms that Julia Felix was trying to rent out the property when Vesuvius errupted (no 20 here).
click here (warning - it's a brothel scene so NSFW).
The sets (with bottoms) as seen in the first image were used for exercise and worn by dancing showgirls. The bottom part was called a subligaculum and is well attested in ancient sources. The bandeau top went by a variety of names, suggesting different uses, but they worked by binding the breasts (big boobs were not 'in' in for the Greeks and Romans; a big penis was a sure sign of being a barbarian).
Vindolanda Inventory No. 87.622 or as the Daily Mail put it "They came, they saw... and they asked for new underpants")