Vintage Workout Wear

I started going to the gym again, and it's got me thinking. What did ladies used to wear while working out or playing sports? Say during the 40's or 50's. I know that "working out" wasn't what it is today, but it did exist. Marilyn Monroe used to lift weights, and Jean Harlow & Ginger Rogers were avid golf and tennis players. In the photos I found, it looks like the usual shorts & tops worked just fine. But wow, I wish I looked that cute while at the gym! These modern day lycra outfits just aren't the same. I do have some absolutely adorable 1940's shorts that I could wear, but I wouldn't wanna chance getting them all sweaty! Not to mention the weird looks I'd get! Haha, but I'm used to that wearing vintage clothing all the time. No pain, no gain:)