Ever wonder what Victoria's Secret Angels do before they hit the runway at the company's annual fashion show?

If they're Behati Prinsloo, who opened the lingerie brand's 20th-annual show when it filmed last month, final preparations mean a quick trip to a cyrotherapy chamber and some last-minute toning.

"We're like doing squats right before we walk out," Prinsloo said, laughing backstage. "We're like, it's not going to do anything right now."

The Namibia-born beauty's opening look, part of its "BOHO Psychadelic" segment, included a pair of wings she said weigh roughly 20 pounds.

Prinsloo was followed out by Lily Aldridge, who was chosen to model this year's $2 million Fantasy Bra and matching belt. All in, the 1,364.9-carat set took more than 685 hours to create.

"I found out in July [that I'd be wearing the Fantasy Bra] and it was just so exciting," Aldridge said. "I had to keep it a secret until like last week. I told my husband [rocker Caleb Followill], but besides that I couldn't tell anyone, so it's been a really hard secret."

The show is a marketing bonanza for the $7.2 billion brand, and will be shown in 185 countries when it airs Tuesday on CBS.

For highlights from the runway and backstage, click ahead.

— By CNBC's Krystina Gustafson and Adam Jeffery
Posted 11 Nov. 2015; Updated 8 Dec. 2015

Behati Pinsloo opened this year's Victoria's Secret fashion show with a tribute to the '60s in a segment called BOHO Psychedelic.

Jasmine Tookes walks the runway in her fourth Victoria's Secret fashion show during the BOHO Psychedelic-themed segment.

Angel Candice Swanepoel walks the runway in her seventh show during BOHO Psychedelic.

Model and reality TV star Kendall Jenner makes her Victoria's Secret Fashion Show debut in the BOHO Psychedelic segment of the show.

Martha Hunt became a Victoria's Secret Angel in 2015. Here, she walks the runway at this year's show during the BOHO Psychedelic segment.

Joan Smalls walks the runway during the 2015 Victoria's Secret show.

Brazilian Angel Adriana Lima opened the second segment of the show, Exotic Butterflies.

Gigi Hadid, in her first appearance at a Victoria's Secret fashion show, walks the runway during the Exotic Butterflies segment.

Model Jac Jagaciak walks the runway as British singer Ellie Goulding performs during the Exotic Butterflies segment.

Model Madgalena Frakowiak walks the runway during the Exotic Butterflies segment.

Angel Alessandra Ambrosio opens the third segment of the show, titled Portrait of an Angel, as Canadian singer The Weeknd performs.

Donaldson walks in her fifth show during the Portrait of an Angel segment.

Kendall Jenner makes her second appearance of the night during the Portrait of an Angel segment.

Veteran Angel Izabel Goulart walks in her 11th show during the Portrait of an Angel segment.

Constance Jablonski, in her sixth appearance at a show, walks the runway as The Weeknd performs.

Musical artist Selena Gomez opens the show's fourth segment: Pink USA.

Maud Welzen walks the runway during Pink USA segment.

Model Ming Xi, in her third show, walks the runway during the Pink USA segment.

Hadid walks the runway during the Pink USA segment, as Selena Gomez performs.

Taylor Hill (left), Selena Gomez (center) and Megan Puleri during the Pink USA segment.

Swanepoel opens the fifth segment of the night's show titled Ice Angels.

Goulart walks the runway during Ice Angels.

Donaldson walks the runway during the Ice Angels segment as Goulding performs.

Aldridge opened the last segment, titled Fireworks, wearing this year's $2 million Fireworks Fantasy Bra.

Cindy Bruna walks the runway during the Fireworks segment.

Lima makes another appearance during the Fireworks segment.

Angel Sara Sampaio walks the runway during the Fireworks segment of the show.

Martha Hunt closes the final segment of the show.

The Angels walk in the finale.

Angels on the runway as this year's show comes to an end.

Lima poses backstage during hair and makeup prep.

Swanepoel laughs backstage during hair and makeup prep.

Angel Romee Strijd gets her hair done backstage.

Model Pauline Hoarau flashes the peace sign backstage during hair and makeup prep.

Angel Jacquelyn Jablonski smiles while having her hair done backstage.

Model Flavia Lucini shares some love backstage.