The lead detective said the videos they have showed "the acts" that took place, for all 25 people. So it sounds like it was either an unbelievable job of detective work to sneak cameras into the private rooms - or they worked with one of the massage therapists cooperating to minimize her sentence or maybe stay in the country?
Edit: Actually, I don't think it would be that difficult, as small as cameras can be. Massage therapists always give you a minute in private before the massage to slip into whatever makes you comfortable. So that would be the perfect time to toss a pen with a camera in the tip into your pile of clothes, then aim it towards the action - or even a set of keys with one of the keys being a camera.