I don't know if they are a regional thing, but here in the northeast there are a few "X-Catalogue" stores. Sometimes most of their stuff is junk, but they do often have plus-size fancy lingerie, plus other miscellaneous clothing, at good prices. Most of it is the Simply Be brand but there are some other things too on occasion.
I think they are the clearance outlet for a number of mail-order companies, but I forget which ones.