Many are covering up just a little with bunny tails, painted cow spots and other well-placed props.
They wore signs saying, "Don't eat me" and "I need my skin."
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The protest also was intended to promote cycling in one of the world's biggest, most polluted cities.
Armando Monroa says he got naked to show aggressive Mexico City drivers "how fragile the human body is compared to a machine that weighs a tonne".
Bicycling has become increasingly popular in the Mexican capital.
The local government has promoted it by installing 1100 rental bikes at 85 stations throughout the centre of the city.
