One Heavy Rain glitch uncovered during the last few days apparently leaves character Madison Page with no clothes on.
There's a video on Kotaku claiming to be proof.
WARNING - spoilers are incoming:
To relieve Madison Page of her clothes, decline the kiss with Ethan Mars but trigger the love, so to speak. Reload a saved Page game and there she will be, naked.
At least, that's what the person reporting the bug said had happened.