So there I was, innocently reading Averil Cameron's The Later Roman Empire, when I ran into this description of “Sarapion the loincloth”, an Egyptian Christian ascetic from the late Third or Fourth Century:
[A] certain “Sarapion the loincloth”, an Egyptian by birth who wore only a loincloth, sold himself as a servant to some Greek actors, whom he converted, and travelled to Greece, where he begged for money from some “philosophers” in Athens, converted a Manichaean at Sparta, and then went to Rome, where he tried unsuccessfully to persuade a pious virgin to walk naked through the city to prove that she really was as dead to the world, as she claimed.
Now an ancient Egyptian monk named “Sarapion the loincloth” trying to talk a “pious virgin” out of her clothes is not something you hear about every day, so I decided that further investigation was warranted. The story was cited as coming from the Lausiac History, described in Wikipedia as “a seminal work archiving the Desert Fathers (early Christian monks who lived in the Egyptian desert) written in 419-420 by Palladius of Galatia, at the request of Lausus, chamberlain at the court of the Byzantine Emperor Theodosius II.“ I therefore grabbed my handy copy of the Lausiac History off the nightstand (that's where you keep yours, isn't it?) and flipped to Chapter 37, which catalogs the exploits of “Sarapion the Sindonite”, so named because “apart from a sindon (loincloth) he never wore clothes.”
So having come to Rome he [Sarapion] inquired who was a great ascetic in the city, man or woman. Among others he met also a certain Domninus, a disciple of Origen, whose bed healed sick persons after his death. So he met him and was benefited, for he was a man of refined manners and liberal education, and learning from him what other ascetics there were, male or female, he was told of a certain virgin who cultivated solitude and would meet no one.
And having learned where she lived he went off and said to the old woman who attended her: "Tell the virgin, 'I must meet you, for God has sent me.' " So after waiting two or three days at last he met her, and said to her: "Why do you remain stationary?" She said to him: "I do not remain stationary, I am on a journey." He said to her: "Where are you journeying?" Said she to him: "To God." He said to her: "Are you alive or dead?" She said to him: "I trust in God that I am dead, for no one who lives to the flesh shall make that journey." He said to her: "Then do what I do, that you may convince me that you are dead." She said to him: "Order me possible things, and I will do them."
He answered her: "All things are possible to a dead person except impiety." Then he said to her: "Go out and appear in public." She answered him: "This is the twenty-fifth year that has passed without my appearing in public. And why should I appear?" "If you are dead to the world," said he to her, "and the world to you, it is all the same to you whether you appear or appear not. So appear in public." She did so, and after she had appeared outside and gone as far as a church, he said to her in the church: "Now then, if you wish to convince me that you are dead and no longer live pleasing men, do what I do and I shall know that you are dead."
"Follow my example and take off all your clothes, put them on your shoulders, go through the middle of the city with me leading the way in this fashion." She said to him: "I should scandalize many by the unseemliness of the thing and they would be able to say, 'She is mad and possessed by a demon.'" He answered her: "What does it concern you if they say, 'She is mad and possessed by a demon?' For you are dead to them." Then she said to him: "If you want anything else I will do it; for I do not profess to have reached this stage."
Then he said to her: "See then, no longer be proud of yourself as more pious than all others and dead to the world, for I am more dead than you and show by my act that I am dead to the world; for impassively and without shame I do this thing." Then having left her in humility and broken her pride, he departed.
Unfortunately I could find no image of Sarapion the Loincloth. The image at the top is of the most famous Desert Father, Anthony the Great.