In the buff
A buff-coat was a light leather tunic which was worn by English soldiers up until the 17th century. The original meaning of 'in the buff' was simply to be wearing such a coat. Shakespeare makes reference to this in The Comedy of Errors, 1590 - employing a play on two meanings of the word suit, that is, a suit (of clothes) and suit (authorization):
ADRIANA: What, is he arrested? Tell me at whose suit.
DROMIO OF SYRACUSE: I know not at whose suit he is arrested well;
But he's in a suit of buff which 'rested him, that can I tell.
The later meaning of in the buff meaning naked is an allusion to the colour of the skin, which is somewhat like the colour buff (a light browny yellow). This was first recorded by Thomas Dekker, in his work Satiro-mastix or the untrussing of the humorous poet, 1602. In this he likens 'in buff' to 'in stag', which was a commonly used term for naked in the 17th century.
"No, come my little Cub, doe not scorne mee because I goe in Stag, in Buffe, heer's veluet too."
See other phrases and sayings from Shakespeare.