Storage rooms of wine, oil, straw, or woods are all obligated to have a Mezuzah on their doorposts. However those storage rooms in which a woman [or man] undress in, such as to take a shower, are not to have a Mezuzah.
Other opinions: The Rambam exempts these areas from a Mezuzah.
 Michaber ibid
 Daas Kedoshim 286; Shevet Halevi 2/156; Pischeiy Shearim 286/25
 Michaber 186/2
The reason: As it is not honorable towards G-d to have a Mezuzah in such areas. [Michaber ibid]
Rooms of dwelling: The above exemption due to undressing only applies to storage rooms, being that they are not actually considered ones dwelling place. [Rama ibid; Shach 286/8] However those rooms which serve as sleeping quarters are obligated in a Mezuzah even if a woman is accustomed to undress in it. [Rama ibid]