This slip up occurs during season 3, episode 3.

In the scene where Carrie, Miranda, Samantha, and Charlotte are at the sauna in their towels, Charlotte is looking around and everyone gets naked. She is the only one left with her towel completely on. Carrie Samantha and Miranda are all naked and sitting side by side, enjoying the sauna. Suddenly, you see a bit of a flesh colored bra that Samantha is wearing, then from the back, the bra is gone.

This slip up could have been reasonably caught and prevented because the actress who plays Samantha has been topless in plenty of nude scenes throughout the duration of the show, so being nude in a sauna shouldn't have been a problem for her.