Underpants

Underpants, also known as boxer shorts or simply pants, were a type of clothing worn by humans and humanoid species. Nyssa was captured by the Garm while wearing underpants. (TV: Terminus) Rory Williams was interrupted by UNIT in the process of dressing and marched at gunpoint into the kitchen wearing underpants – he told the Eleventh Doctor, "there are soldiers all over my house, and I'm in my pants". (TV: The Power of Three) While visiting his Great-Uncle Mario, the Brigadier stored his underpants by putting them "neatly into a drawer". (PROSE: The Ghosts of N-Space) The Eighth Doctor wore question mark underpants. (COMIC: The Glorious Dead) Sam Jones knew of this, replying when asked if he might be "divine" with "Gods do not wear question-mark boxer shorts." (PROSE: Seeing I) When Osgood asked the Twelfth Doctor why he stopped wearing question marks, he told her that he too wore question mark underpants. (TV: The Zygon Invasion)

Coach Dawson never wore underpants. (PROSE: Joyride)

Behind the scenes
According to Peter Capaldi, a pair of the distinctive underpants were in fact on set during the shooting of The Zygon Inversion. "“I've got to say, they were actually sitting in my trailer on the day I made that remark,” he said when asked by a fan at the 2015 Doctor Who Festival. “Whether or not I put them on is a Doctor Who mystery. I'll leave you guessing.”