There seems to be a strip version of every type of game imaginable, but strip chess has been played for over years. There are many variants of strip.
"Strip Chess" was played in the movie Two Weeks Notice. The rules were not given. I found this variant online. Capturing a piece (not a pawn) results in clothing.
A variant on chess|the original turn-based strategy game* which is, apparently, actually played in various circles. From what I can gather of it.