As a Canadian Air Force Gal I work out everyday (soon to be twice a day) and I run and do weights, and I had not thought about vintage workout wear, but am now!
I usually run in beat up old shorts and a jersey, or when the lakes were frozen we went skating and I did wear a white knit vintage-esque hat, scarf, and mitt set I made, and of course my red lippy. If only I had some of those vintage strap on ice skates! I think the winter sportswear will open up opportunities for me to be more vintage.
ooh! Also my current lip stick brand is a stay-all-day type and I end up running the miles in dingy gym wear and my red lippy!