If you're her boyfriend, asking you to turn over your favorite hoodie for the subway ride back to her place is perfectly acceptable. If she doesn't know you, asking you for one of your white tees is a fail. She should suck it up and hail a cab. It's not a walk of shame if the cabbie is the only person that witnesses her in a sequined dress and smeared eyeliner at 10 a.m.
Take your clothes for the walk of shame.