Unless you first alert someone to the fact they are being taped, you will indeed be the party in trouble.
This in fact was illustrated on television just last night and the audio part was discussed thoroughly.
There is wiggle room if they do not have any expectation of privacy(your dressing room and bathroom examples are examples were people have an expectation of privacy). That is an iffy argument, but there have been cases to where it has been allowed. Now the question is, do you want to find out and see if you can get away with that argument? Depends on the situation that it was recorded.
I remember a case that went to the state Supreme Court(not the Federal Court, they didn't hear it) that started this at the state level(which set it up for other states to follow), where a guy had a spy cam(that also did audio) set up at the tip of his shoe that got certain angles(obviously mainly on women). The Court's ruling was that, because the women were outside their own residence, out on public streets that they had no expectation of privacy no matter how exposing the camera angle. Now if they were underage, I doubt that it would have turned out the same. Now the audio that it got was that of street traffic, but the point of it was that it was audio and they addressed that part as well. I can't remember the actual ruling write up, but I remember the end result, because I didn't agree with it, but I'm not on the Supreme Court of any level.
Now within a store, there might be some expectation of privacy, I don't know, but not in all cases would what you say applies. Another example would be going through someone's garbage. Illegal to do so within someone's house without legal authorization(expectation of privacy), but perfectly legal for anyone to do on the street(public, no expectation of privacy). The key thing is the expectation(or lack thereof) of privacy.
Oh by the way, I wouldn't really go by legal(or any other type) advice that one gets on TV. Anybody that uses the loophole of: "for entertainment purposes only not to be taken as advice" does not get my vote of confidence. Plus, they can't cover all the ins and outs of a particular situation for the layman to understand within a particular time slot.