Do you have to be naked to make a baby?

Answer 1

No. Conception is most likely to occur if the male's penis ejaculates within the female's vagina. (Assuming, of course, that both are fertile and of babymaking age.)

But conception can also happen if the ejaculation occurs outside, but near, the vagina. And this can happen even if one or both participants are still in their underwear: seminal fluid (and the live sperm it carries) can soak through several layers of cotton, or seep in around the gusset of the female's panties. It can also occur if the female has seminal fluid on her hand or fingers, and touches her genitals before cleaning up.

Keep in mind that failure to ejaculate is no guard against pregnancy either; prior to the actual event, the male bulbourethral glands produce a pre-ejaculate fluid (known as Cowper's fluid) which can contain enough live sperm to cause impregnation.