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I don't know of many "strip games", but why not just make some of your favorite games more adventurous with personalized rules for the occasion?
In the same vein as the "sitriptease dice game", ask the opponent(s) to indulge you in a game of "Barebottom Backgammon". Same rules as regular backgammon, but you can add some stipulations that for every double dice roll you achieve, an article of clothing (off your opponent) comes off. Make rules for every instance a piece of yours gets captured (might have to give clothes back), for every piece you successfully clear off the board (get a little dance, I don't know), and so on.
Also,
Parcheesi. Nearly the same game, but for foursomes.