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Yes.

When in PT gear, we’re required to wear spandex under our shorts during training, and encouraged to do so afterward. It helps with modesty while stretching in a mixed audience. During cold weather, we’re allowed to wear black or navy blue long-sleeved spandex shirts as well. During basic training, some of us wore spandex underneath our ABUs to help with the chaffing. In the end, it was more painful with the spandex than without, but that was a personal preference. There’s also an under-aromor sand colored spandex t-shirt for wear with the ABUs/ACUs that I’ve seen for sale at Clothing Issue. It’s expensive – $10 for a single shirt, but very comfortable. I’ve met dudes who would wear hose-style socks underneath their wool boot socks to help with blisters with. Again, personal preference.

As a female, I have the option of wearing pantyhose and a skirt with my service dress uniform, or wear pants. With the pants, I can either wear black socks and low quarters, or pantyhose socks with conservative, shiny black shoes. When wearing the skirt, I’m required to wear black, navy blue, or sheer pantyhose. Other colors and patterned pantyhose is not allowed.

So long as the uniform conforms to the published standards, and it doesn’t affect mission capability and effectiveness, they don’t really care what you wear underneath

Why would you want to?

I don’t suppose anyone checks what is under the uniform.

Oh yeah, I wear a one piece under my uniform every day.