The only sport that I've done in the nude, outside of the ones you find at your typical resort (mini golf, frisbee golf and table tennis) is mountain biking. I've only ever done one long ride tho, over about an hour, which was really nice but you have to watch out for chaffing.
I was riding in the mtb park in Wellington NZ and hit some of the back trails I'd never done before. I did take it a bit easier than I normally would as I didn't like the idea of taking a fall into the trees not wearing any protection (other than my helmet). It was also much nicer when I had to get off the bike and push it up one of the hills I couldn't ride. I have also done spin classes, outside, on my trainer at home but that's not a sport in its self.