Sayyidah Hafsah bint Umar (may Allah be pleased with her) says: One day the Messenger of Allah (peace and blessings be upon him) came to me, and he had placed his garment between his thighs. Then Abu Bakr (may Allah be pleased with him) asked permission, and the Messenger of Allah (peace and blessings be upon him) gave him permission while remaining in that same state. Then Umar (may Allah be pleased with him) asked permission, and he gave him permission while remaining in that same state. Then some people came, and he gave them permission as well. Then Ali (may Allah be pleased with him) came, and he gave him permission as well while remaining in that same state, until Uthman (may Allah be pleased with him) asked permission, whereupon he covered himself with his garment and then gave him permission. They talked for a while and then left. I said: O Messenger of Allah! Abu Bakr, Umar and Ali and some of your Companions came to you, and you remained in your state and did not move at all. Then when Uthman came, you covered yourself with your garment. He (peace and blessings be upon him) said: "Should I not feel shy before one before whom even the angels feel shy?"
Hadith Referenceالمعجم الكبير للطبراني / مسند النساء / 19659