My daughter who just turned nine did this until she was about 5 or 6 years old. We just let he be naked and didn't make a big deal about it. She was known as naked baby around the neighborhood. It seems strange now, but it was just her. Anyway, we would just tell her that it was fine to be naked, but we if you want to go somewhere (park, store, etc.) we have to put clothes on. She was funny, she would ask to leave somewhere so she could go home and "get naked". She is nine now and sometimes will see a picture of herself when she was little and ask "why am I naked?" I just say because that is how you liked to be. She laughs at herself.
She outgrew it and realized that the rest of the world wears clothes and that is how it is.
I would let her be naked as much as she can and not draw attention to it, she will eventually catch on and model the behavior of wearing clothes like the rest of the familiy, unless of course you are nudists, then that's a whole other topic.... :)
A.