MLP FIM season 1 episode 26:

Spike: Come on, you guys. Let me in!
Rainbow Dash: Sure thing, Spike.
Rarity: Heavens no! We're getting dressed.
Applejack: Dressed? Uh, beg pardon, Rarity, but, uh... we don't normally wear clothes.
Rarity: [moan] I'm sorry, Spike. Some of us do have standards.