While it's rumored that Leonardo DiCaprio will get naked in his now-filming movie, The Wolf of Wall Street, there is definitely lady nudity in it! Page Six reports that Caprio and co-star Matthew McConaughey were filming scene in a strip club—it is about a 1990s stock broker, after all—and a source described, "The girls were rubbing their breasts in Leo’s face. There were five or six of them, but he seemed very professional and looked great in an ’80s-style suit. They did five or six takes, more or less the same scene over and over, with girls dancing and rubbing on him."
DiCaprio is portraying real-life investment brokerage founder Jordan Belfort, who chronicled his rise and fall in his memoir, The Wolf of Wall Street ("By day he made thousands of dollars a minute. By night he spent it as fast as he could, on drugs, sex, and international globe-trotting"). While Belfort opened a boiler room operation, director Martin Scorsese has had DiCaprio, McConaughey and Jonah Hill gets cues from Bank of America types.
The strip club scenes were filmed in midtown: "Director Martin Scorsese decked out the soon-to-be-open drag bar Lucky Cheng’s, on West 52nd Street, to look like a strip joint, taking over the space for four hours of filming... At one point in the scene, a few of the strippers were fully naked, according to our source, who noted that between takes the women covered themselves with towels."
The movie apparently has scenes of wild orgies.