Just in case it wasn't clear from the headline, it was Caitriona Balfe who found the cleaning lady in underwear, not Caitriona Balfe in underwear finding a cleaning lady.
At any rate, it's an unusual story and exactly the kind of thing you'd tell the world about when appearing on late night comedy talks shows such as Late Night With Seth Meyers. As Balfe tells it, the story came about when she rented an Airbnb in New York.
Take it away, Caitriona.