Surprisingly no one has mentioned Magic art. By plane, pardon the pun:
Dominaria: Not many loincloths, though a few in the tropical continent of Jamuraa and Terisiare, of all places! (Famously, Force of Will has a middleman in a loincloth, with a red and orange background, like he's burning something. It's...the strongest counterspell in the game. Looks nothing like a counterspell, which typically have mages being bound or silenced or their spells fizzling in the art.) More loincloths in earlier sets.
Mirrodin: Lots of loincloths here. It is, after all, a technologically advanced globe of mostly metal orbited by four, later five suns. The people even have metal growths growing out of them. Why? Even they don't know, but we can be certain it's not a symptom of a global plague that existed even before their world did and will ultimately help all of them achieve "perfection", nothing like that.
Kamigawa: For Jidaigeki World, you'd expect more fundoshi, but none. I don't think Ravnica or Lorwyn did either. Though Lorwyn did introduce us to planeswalkers, and Garruk and Ajani wear loincloths,
Alara: Mostly associated with the shards of Jund and Naya. So, Caveman World and Jungle World.
Zendikar: I know I've seen a few here, but I can't remember the cards.
Innistrad: Doesn't fit the horror theme. Even Garruk had the time in his efforts to try to force Liliana to lift the curse that's turning him into a demon to put on some pants before planeswalking to Innistrad.
Theros: Peplum World! Yeah, lots of loincloths here.
Tarkir: A few here, mostly Sultai (they live in jungles and have an army of zombie slaves) and a few Mardu, who are basically Mongols. The new timeline, where the dragons didn't go extinct, is the same, but with the factions named after the dragons, who now rule over all. Either way, Bolas is just happy to have wrecked his brother's toys.
Kaladesh: Tropical steampunk, so a few loincloths.
Amonkhet: Interesting world, controlled by Nicol Bolas. (Somehow the only hero with any experience with gods, and even then it was on Theros with all that implies, is in a world he knows is ruled by Bolas, with mummified servants everywhere, and...immediately is devoted to the gods.) Because the culture is so Egyptian-like, yes, they wear loincloths.
Ixalan: Pirate World! Dinosaur World! Mexico? Yeah, plenty of room for loincloths with those dinosaur-riding not-Aztecs.