There are, actually. Just off the top of my head:
1) Big Green Gathering - clothing optional
2) Nudestock
3) ConFest - clothing optional
4) Glastonbury Festival - clothing optional
5) The Love Parade - I think some nudity is allowed there
6) RAW @ Caboolture - one-off rock festival in 2005. Nude only, no single men, no under 18s, no cameras. No prizes for guessing why it failed