I've had two experiences along those lines. The first time, I'd been in the gym and had just finished my workout and headed for the locker room. I was halfway through stripping off when the fire alarm sounded and was pulling on my T-shirt as I left the locker room. A woman passing commented on that. I said, it was lucky it hadn't gone off five minutes later or I'd have been naked in the shower. She said, "Shame. That was bad timing," and winked at me.I sometimes imagine the fire alarm at work going off whilst I'm mid-shower after my morning run commute, being made to walk straight out the locker room emergency exit by a fire marshal, and stand outside bollock naked in the car park for about twenty minutes until it's sorted out.
Haven't made up my mind what my dominant feeling would be about that - acute embarrassment or just "this is really fucking funny" - though it's no wonder that I always imagine this happening in Summer. This time of year I'd be worried about ending up with frostbitten tackle.
The second time, I'd been competing in a tournament and as I was leaving the locker room after having a shower I opened the door to see three firemen coming towards me. They gave me hell for not getting out when the fire alarms went off, but we hadn't heard a thing in the locker room. There were about a dozen guys in various states of undress, some still in the shower, and we were all shoved out into the street. They gave the naked guys time to wrap themselves in a towel, but that was it. Luckily it was summer or they might have frozen. The leisure centre was fined for the defective alarm.