A new study is revealing that women are more likely than men to fantasize about threesomes, orgies, and having sex in public. The survey of 3,000 U.S. residents found that 35 percent of women have had a threesome fantasy compared to only 27 percent of men. Also, 45 percent of women have fantasized about group sex as compared to 31 percent for men. Finally, 30 percent said they've daydreamed about public sex.