You should always be given some sort of private space where you can get changed from one outfit into another. Private simply means out of sight and you may have to share this space with other models of the same sex. You cannot expect a grand changing room every time. 

If you are planning to pose nude, you should not be expected to perform a striptease for the photographer. (If this is what you want to do, do it after the shoot.) Even if a striptease is the subject of the shoot, you must be able to change from your street clothes in private.