Henri de Toulouse Lautrec painted several burlesque, brothel scenes. Now, his work is about 300 in the future of the Renaissance, but I reckon there are still something to learn from it. (Search images on the web with his name)

Notably, eroticism is often in what is hidden, not shown. The use of cleavage (like a corset) was usually accompanied by some loose fabric over the breasts that managed to be both concealing and form fitting enough to be suggestive. Semi transparent skirts reveal legs and bum without truly revealing them. And an updo bares the often neglected, titillating neck.