No...even if you are asked to remove your clothing for a physical exam (or pap smear), you are usually given a gown to wear and/or a sheet to cover yourself with. Also, there is usually a nurse (or your mother if you prefer) present at all times during the exam.
You may need to take your clothes off, it depends on your exam. If you are underage, you should have a parent or a nurse in the room with you during the exam (especially if you are a female going to a male doctor). If you are underage you may not know what to expect during an exam and there are some sick twisted people out there that could take advantage of that. It's best to take one of your parents or an adult family member with you when you see a doctor.