Freddie Mercury and Kenny Everett dressed Diana up as a man

 The story goes that in the late '80s, Freddie Mercury and Kenny Everett dressed Diana up as a man and took her for a night out at a London gay pub, the famous Vauxhall Tavern.

Whether it actually happened or not is still a mystery, but various people in the know have spoken about it, including the comedian Cleo Rocos.
She says that the group was having champagne at Kenny’s home before Diana asked about their plans for the rest of the evening. On discovering they were going out to the pub, she wanted to go with them, so they disguised her in an army jacket, sunglasses, and a cap. She was mistaken for a young gay man, and nobody recognised her, so much so that she was the only one out of her famous group to be able to order their drinks at the bar unmolested by the crowd in the pub.

(the photo is a composite and does not represent a real photo)

Source: The Power of Positive Drinking, by Cleo Rocos