There are occasional allusions to romantic sex between the Master and Margarita, but never any sex scenes.
There is some nudity in episode 4, when the latest fashions from Paris, Rome and Berlin that women that had accepted from Woland and Koroviev in exchange for their own clothes, suddenly dematerialised after the show at the Varieté Theatre, leaving them naked.
In episode 6, Gella, Woland's maid, answers the door dressed only in a small apron and nothing else. At the end of the episode, Margarita strips off to rub herself all over with the cream given to her by Azazel, and rides naked through Moscow on a broomstick.
In episode 7, there is nudity from beginning to end, although, in common with all episodes of this series, it is only ever breasts and bottoms. Any hint of genitals is pixellated over.
In episode 8, Margarita dines in the nude with Woland and his entourage. Frieda also appears nude.