Subligaculum — (Roman underwear)
Romans did not wear underwear we know it today. The closest article of clothing to our modern “underwear” was a pair of shorts or loincloth called a subligaculum. Both men and women wore the subligaculum or subligar, at least some of the time.
The subligaculum could be worn under a tunic but men who were standing for public office or those getting back to basics would sometime just wear the subligaculum and nothing else. So, really they were just posing in their underwear!
Old men in ancient Roman would sometimes wind strips of cloth around their legs for additional warmth — this cloth worked like a pair of longjohns. However, saying this. Such a thing would have been unpopular with Romans and most would not have done this unless they were very old or weak and sick.
Like everything else in ancient Roman society, the kind of clothes you wore depended on your status.