My most recent gentleman was discovered running down the street naked by police. EMS delivered him to our critical care area in a tightly-wrapped sheet, where he received an altered mental status workup. Patient denied knowing where he was running to/from, why he was naked, and where his clothes could be found.
Personally, I try to limit my naked running to the summer months - it's just too cold at night now. Maybe he was hoping the patches of fungus he had growing all over his body would keep him warm?