Keli gever and beged ishah (the prohibitions against cross-dressing) depend in large measure on what is customary in a given community. Leniencies regarding keli gever include unisex garments and situations in which a woman needs the garment to protect her from the elements. There is room to say that the second leniency could be extended to the demands of tzeniut.
If you were on vacation for Shabbat, with no other available garment, your husband's undershirt would be an acceptable way to make a sheer blouse more modest. As a rule, however, you should purchase a feminine undershirt to go under any sheer garment.