Back in the days before blogs was a word, someone had put up a rather hilarious page describing their experiment with Olestra.
Their question was: given that supposedly Olestea isn't picked up by the body, does it just pass through? And being an oily substance, would it just leak?
So they ate a lot of Pringles with Olestra each day, and took pictures of their underwear each day, keeping the same pair throughout to optimize evidence gathering. The page had a day-by-day account.
Results did indeed point to some going straight to the underwear, but IIRC it wasn't a massive amount.
Was written quite vividly too, which added to the whole experience.