This story was printed in one of the Maggid books (or I heard it on a R’ Krohn tape) and addresses the importance of tznius among goyim:
(this is the abridged version)
Germany 1939 – Teen girl is left to close up house and then meet up with family out of town at grandparents house in a few days (where the rest of the family is, till things “cool down”).
Heat turns up. Teen thinks, now is time to go, but how to avoid being spotted? Decides to “loosen hair, open top button, ect” so she looks less jewish.
Stops short and thinks about what momma said, “affileh far de fir vent darf men zech shaimen” (even for the 4 walls, you have to act with modesty).
Pulls hair together, closes button and heads for Grandmas place. Trip is uneventful, but quite scary. Upon arrival, she tells momma about the choice she made. Smart move says momma, reaching for and pulling on the chain around teen’s neck. Had you gone out with an open button, your mogen dovid (or some other very jewish pendant, not sure which) would have given you away.
Bottom line: Tzinus is always the best route (and always listen to momma!)