Jules Joseph Lefebvre's Mary Magdalene in the Cave
Jules Joseph Lefebvre's Mary Magdalene in the Cave (1876) certainly prompts the question of what she was doing in that cave. Lefebvre specialized in female nudes. This painting is in the State Hermitage Museum in St. Petersburg.
His best-known painting is surely La Vérité, which shows a naked woman emerging from a well and carrying a torch, but I prefer Lefebvre's (fully clothed) Ophelia from 1890. It is in a private collection.