Gymnophobia

Gymnophobia: An abnormal and persistent fear of nudity. Sufferers of this phobia experience undue anxiety even though they realize their fear is irrational. They may worry about seeing others naked or being seen naked, or both. Their fear may stem from anxiety about sexuality in general, from a fear that their bodies are physically inferior, or from a fear that their nakedness leaves their bodies--and their personalities--exposed and unprotected.

"Gymnophobia" is derived from the Greek "gymnos" (naked) and "phobos" (fear). The word "gymnasium" comes from the Greek "gymnasion" (a place for athletic exercises) and the Greek "gymnasein" (to train naked).

(see http://www.medterms.com/script/main/art.asp?articlekey=12335)