Karen is abused (kissed and tossed around) by two thugs and then pulled off camera. It clips to a shot of Ann and you only hear Karen scream but it's later implied that she was raped. Later when Harry asks what happened she says, "I'm sorry, Daddy!"
Marilyn is held prisoner by 3 men (two of them are the two that rape Karen) and it's strongly implied that she is, to some degree, a sex slave.
In the scene were Harry and Rick save Marilyn she is in her (one piece) undergarment which reveal some cleavage and some of her legs.