@boomerang,
How old? Think at some point this is a normal phase.
Out of concern of creating a negative association with his body I'd handle it with like, "Well, we're going out for ice cream (or whatever his fave is) too bad you can't come along since you don't have any clothes on."
Of course, once he dons some clothes you have to go out and fulfill the promise.
If you punish him for it he'll form a negative association with his own naked body that can become bigger problems for him later on.
