Sayyiduna Abu Hurayrah (may Allah be pleased with him) said: We were with the Prophet (peace and blessings be upon him) in a caravan in the middle of the night. Suddenly he saw a figure at which their camels had shied. He sent a man down, and he looked, and it was a naked woman with her hair let loose. He said: What is the matter with you? She said: I have vowed to perform Hajj to the House naked and with my hair loose. I hide during the day and travel off the road by night. He came to the Prophet (peace and blessings be upon him) and informed him. He (peace and blessings be upon him) said: "Tell her to put on her clothes and to offer a sacrifice."
This chain is weak, and it has been narrated through another route that is munqati' (broken), without mention of the sacrifice.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب النذور / 20123