Although I've been a regular gym goer for about 25 years, I've never actually seen anything sexual in the locker room or showers, with the exception that one time I think a young guy in the shower opposite me was jacking off. Maybe because I almost always go early morning before work, do my workout, shower and change at the gym, then head to work, has something to do with it.
However, there have been a small handful of odd things I've seen in the locker room:
-a gym I went to regularly for a few years had a shower room with a row of showers on both long walls, opposite each other. Although there were translucent partitions between the showers, there were no shower curtains or doors and everything was quite open. There was one completely private shower, with a shower curtain, on the right hand side at the entrance to the shower room. It was a busy gym, and the guys were very open about nudity and about 99% of the guys would always use the open showers, and only use the private shower if all the others were in use. Well, for about 4 or 5 months, there was a guy in his mid-30's that became a regular. He did the oddest thing- he brought his own shower curtain with him! He would take it out of his gym bag every morning, and walk to the showers in his shorts, choose one of the open showers, then proceed to put up his private shower curtain using masking tape or something to hold it up!!! He could have easily used the one private shower that no one used, but he would go through all this every morning just so no one would see his dick. The funny thing is, it was such weird behavior, that everyone noticed him and looked at him, while if he had stripped down naked like the rest of us, no one would have paid him any attention.
-a gym I went to regularly here in Portland had one guy that seemed to hang out in the showers forever. He would often be in the showers when I got there, and 45 minutes later after I was done with my workout and would return to the locker room, he'd just be finishing up. I hate sounding judgmental, but he was rather creepy looking. He also frequently wore a kilt or a leather skirt. Not that there is anything wrong with either of those, but not something you see guys change into at the gym very often!
-at the same gym as my first example, there was an older guy who worked out there for years. His behavior also kind of creeped me out. He would always go to the showers completely clothed in his gym clothes, turn on the water, get his clothes soaking wet, and then would slowly strip down in the shower under the water until he got naked. One time I was in the shower opposite him, and when I turned around, I could see he was facing me. He was still fully clothed and wet, although he had lowered his gym shorts down to his knees, so his entire crotch, dick and balls, were fully exposed. It was like being a flasher in the showers! It's funny but if he had been fully naked like the rest of us, it wouldn't have been weird at all, but being clothed like that, yet exposing his genitals, was super creepy. I might be a bit hypocritical about it, because if he were a hot young guy with a super fit body, maybe I wouldn't have found it creepy!