From Longman Dictionary of Contemporary Englishfilmyfilm‧y /ˈfɪlmi/ adjective very thin, so that you can almost see through it a filmy nightdress
Examples from the Corpus
filmy• As with astral travel, some talk of being linked to their physical bodies by a filmy cord.• Margarett came to him, unexpectedly, in the night, wearing a filmy dressing gown and carrying a candle.• The day was bright and windy, a string of filmy white clouds scudding eastward.