Prohibition (tahreem) is an Islamic ruling which cannot be attributed to sharee'ah without sound shar'i evidence that is proven from the Book of Allaah or the Sunnah of His Prophet (peace and blessings of Allaah be upon him). The majority of Hanafi, Shaafa'i and Maaliki scholars are of the view that it is permissible for the spouses to be naked when having intercourse. The Hanbalis are of the view that it is makrooh to be naked and not covered when having intercourse, and they quote ahaadeeth as evidence for that, but none of them are sound, for example: 

1 – It was narrated that Abu Hurayrah (may Allaah be pleased with him) said: The Messenger of Allaah (peace and blessings of Allaah be upon him) said: "When one of you goes in unto his wife, let him be covered, for if he is not covered, the angels feel shy and depart, then if they have a child, the Shaytaan will have a share of him." 

This was narrated by al-Tabaraani in al-Mu'jam al-Awsat (1/63), and by al-Bazzaar who classed it as da'eef (weak), as it says in Nasab al-Raayah, 4/247. 

2 – It was narrated that 'Abd-Allaah ibn Mas'ood (may Allaah be pleased with him) said: The Messenger of Allaah (peace and blessings of Allaah be upon him) said: "When one of you goes in unto his wife, let him cover and not be naked like donkeys." 

This was narrated by al-Tabaraani in al-Mu'jam al-Kabeer, 10/196, and by al-Bayhaqi, who classed it as da'eef (weak) (7/193). Its isnaad includes Mandal ibn 'Ali, who is da'eef. 

It was also narrated by Ibn Maajah (1921) from the hadeeth of 'Utbah ibn 'Abd-Allaah al-Sulami, who was classed as da'eef by al-Albaani in Irwa' al-Ghaleel, 2009. 

3 – It was narrated that Abu Umaamah (may Allaah be pleased with him) said: The Messenger of Allaah (peace and blessings of Allaah be upon him) said: "When one of you goes in unto his wife, let him cover himself and his wife, and not be naked like donkeys." 

This was narrated by al-Tabaraani (8/164). Its isnaad includes 'Afeer ibn Ma'daan who is da'eef, as was stated in Majma' al-Zawaa'id, 4/293. 

As it is established that these ahaadeeth are da'eef (weak), it is not valid to quote them as evidence that it is obligatory to be covered and to say that it is forbidden to be naked when having intercourse. The basic principle is that it is permissible for spouses to enjoy looking at and touching one another. 

The majority of scholars have quoted as evidence that it is permissible the hadeeth of Bahz ibn Hakeem, from his father, from his grandfather, who said: I said, O Messenger of Allaah, with regard to our ‘awrah, what may we uncover of it and what must we conceal? He said: “Cover your ‘awrah except from your wife and those whom your right hand possesses (i.e., concubines).” I said, O Messenger of Allaah, what if the people live close together? He said, “If you can make sure that no one sees it, then do not let anyone see it.” I said, O Messenger of Allaah, what if one of us is alone? He said, “Allaah is more deserving that you should feel shy before Him than people.” 

Narrated and classed as hasan by al-Tirmidhi, 2794; Ibn Maajah, 1920; Classed as hasan by al-Albaani in Saheeh al-Tirmidhi. 

They also quoted as evidence a da'eef hadeeth, narrated from 'Abd-Allaah ibn 'Umar (may Allaah be pleased with him) who said: The Messenger of Allaah (peace and blessings of Allaah be upon him) said: "Beware of being naked, for you have with you those who never leave you except when you defecate, and when a man goes in unto his wife, so feel shy of them and respect them." 

Narrated by al-Tirmidhi, 2800. Its isnaad includes Layth ibn Abi Sulaym, who made mistakes and was classed as da'eef by al-Albaani in Irwa' al-Ghaleel, 64. 

Conclusion: There is no saheeh hadeeth which says that it is forbidden to be naked when having intercourse with one's spouse, and the basic principle is that that is permitted, and there is proof that supports this basic principle. 

And Allaah knows best.