TWENTIETH CENTURY Today’s travelers are content in sweats, but in the 1930s they dressed to impress. So to outfit luxury-rail riders Alec Baldwin and Anne Heche for the Broadway revival of ”Twentieth Century” (now in previews), William Ivey Long isn’t skimping on style. ”She’s playing a movie star,” he says of Heche, who stars as Lily Garland. ”She has peignoirs, a teddy, two dressing gowns, a trouser look….” Baldwin’s costumes are less extravagant: ”I [wear] a suit and tie and a big overcoat,” says the actor, who plays a Broadway impresario desperate to revive his career — and his romance with Miss Garland. ”I spend the bulk of the play in pajamas.” Guess ’30s-era attire wasn’t so different after all.