Go for Broke (2002)

Two friends purchase a winning lottery ticket, only to have it stolen by a woman while she is robbing the cafe in which they are having lunch. The woman is caught and sent to prison, having managed to smuggle the lottery ticket inside. The two friends devise a plan to dress up in drag, commit a minor felony, get caught and then sent to the same prison in order to retrieve the ticket. "Some Like it Hot" meets "Stir Crazy" describes the antics of the film.