Source : Gymnastics means working out naked
We tend to forget or to not know that the ancient Greek where working out and competing at the Olympic games entirely naked. Nakedness was not associated with shame at that time but to freedom of movement. I have stopped training clothed a while back now, except at a public gym that does not allow nudity. However, as the author of the above articles implies, finding a gym that allow nudity is possible and more and more people are training entirely naked. Try it, you will never go back to wearing gym clothes!
Get Naked, Stay Naked, Live Naked and Share the Naked Love!
The Shaven Circumcised Nudist Life 
Training, competing and even appearing nude in public was considered an honor back in Grecian times.