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I was went on a snow-mobiling tour where about half-way through we were supposed to stop at a hot springs and soak in the hot water. I was of course armed, and knowing the hot springs part was coming up, I carried a stainless steel whatever-the-Rossi-equivalent-of-a- Model-19 snubnose is. For a swimsuit I had a pair of beach shorts that were designed to go in the water (i.e. nylon, with internal suspension for the important baggage), but also had regular pockets, a zippered pocket, and even a D-ring to hang keys from, and a belt. The changing rooms had no security whatsoever, not even doors, just kind of an S-shaped entry way to block the view. So I swapped longhandles for beach shorts, put the snubbie in a pocket, and relaxed in the hot water (no actual swimming). Wiped the snubbie down when back in the changing room and pressed on. That night at the hotel I cleaned the handgun, sprayed the internals with an aerosol can of light oil, and it was no worse for wear.

I don't remember where I got the swim/beach shorts with pockets, probably Cabelas or someplace similar.