The existance of bulletproof nudity can be seen in many tv shows and cartoons (Anime!). A glance at the cover of most action-oriented comic books provides another common example.
Simply put, it is the idea that the amount of damage taken by scantily-clad women is generally less than that taken by heavily armored men. Indeed, the damage taken seems to be inversely proportional to the amount of skin shown.
Sadly enough, this doesn't seem to work for males anywhere near as reliably. A man wearing only a thong is much easier to hurt than a woman similarly attired.
Some roleplaying systems (GURPS) have incorporated this into their (optional) rules by giving an armor class bonus equal to the number of pieces of clothing removed (with additional bonuses for being a redhead or wearing only a bikini in a swordfight).
For examples of this watch Xena, Warrior Princess and most combat-oriented anime.