they have the outfits attached to the otherside or insde of the curtains or coverings. and it helps to have breakaway clothing, kind alike what basketball pants warmups are and what strippers wear, when you tell them to take it all off.
its some type of magnetic clothing that snaps on....and the old outfit attaches to whatever it is thats hiding them changing. some of em are put on over another outfit. look at when the dude puts that hoolahoop type thing over her u see his hand do something behind her and the new dress falls under it,