Seems it’s fairly popular in Germany and the UK.
Steve Gough is the most (in)famous proponent.
In the United Kingdom, Steve Gough, known as The Naked Rambler, received much media coverage for walking naked from Land’s End to John o’Groats in 2003–2004 and again in 2005–2006. He was arrested and imprisoned several times during both his walks. In both 2005 and 2006 the European Alps were crossed naked during a one week hiking (tour), there was little media coverage and no-one was arrested or troubled.
image – Integral Nacktiv
besthike.com 
There is a whole Blog based on nude hiking
http://nudehiker.blogspot.com/
It’s possible to walk naked right across the European alps, and NOT get arrested too: http://www.nakedeurope.org/newt/