It depends on the character...and usually how she looks, what she wears, and how she carries herself. Most recently I wanted to look like Brittany Daniel in the HORRENDOUS sci-fi flick "Skyline."
As far as "what she's wearing," my first experience with that emotion was Catherine Mary Stuart in the 80s sci-fi "Night of the Comet." I didn't like THAT movie, either, to be honest, but there's a scene where Stuart and another girl try on "high-fashion" clothes in an abandoned department store, and I SO wanted to be doing that with them.
And THAT reminds me of the scene in the original "Dawn of the Dead" where the female lead (a very plain-looking woman) gives herself a heavy makeover at a mall makeup counter. I remember thinking as she slid off one of her false eyelashes "Oh, WHY can't that be me?" Except for, you know...all the zombies...
But I probably mostly identify with the male lead...he gets to be with the girl in question...
Be warned that the clip contains a "sexual-orientation" slur...don't let it ruin your enjoyment of the scene...
Edit: the "Night of the Comet" scene is here :
The part I love starts at the 2:14 mark, but the moment I love most is 3:08 to 3:31. I wanted to BE her from the shoes up to that silky black dress, applying mascara...