When her mother reminds Fran how she once stole a car, ran off with a guy, and came back home drunk at 2 in the morning wearing her bra as earmuffs, Fran responds that it had been cold and she had lost her hat. Dory then goes on to say that her hat wasn't the only thing she had lost that night. That might be a reference to
The Kibbutz (1995) in which Fran Fine tells her mother that she had lost her "hat" in the kibbutz, referring to her virginity.