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The 2015 Victoria's Secret fashion show

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

Adam Jeffery | CNBC