Green’s Dictionary of Slang

1. breeches.

1832		Egan Bk of Sports 158: Manuel, attired [...] in a red waistcoat that looked like an infantry shell, and nankeen fie-for-shames that reached to his calves.
1848		Boston Blade 8 July n.p.: Our costume will consist of yellow nankeen ‘fie-for-shames’, green swallow-tail coat, and white hat.

2. the vagina [note the common use, e.g. throughout DSUE, of the euph. Lat. pudendum (lit. ‘that of which one ought to be ashamed’), as the definition for the many sl. terms for the female genitals].

1890–1904		Farmer & Henley Sl. and Its Analogues.
1896		Farmer Vocabula Amatoria (1966) 160: Ignomie, f. The female pudendum; ‘the fie-for-shame’.
1980		Maledicta IV:2 (Winter) 183: A lot of the fun of sexual activity lies in its forbidden nature [...] Examples occur in such phrases as [...] party (or parts) of shame, fie for shame.

3. tights.

1942

(con. 1890s) S. O’Casey Pictures in the Hallway 295: An’ how d’ye like me, she added roguishly, in a fie-for-shame costume?