I'm thinking of large clubs or bars where this is the primary draw for the clientele, not striptease as a form of foreplay between private sexual partners, which I assume has been around for about as long as clothes have. If the practice is fairly new, why is it new? Did it track with the prohibitions on prostitution or with the strictures against sexuality that rose with Christianity or the Puritans or the Victorians or something else entirely? If it's an old practice, what are some examples?
How far back are you looking to go I know there were clubs/cabrets in the US in the 1800s that had burlesque dancers that performed stripteases. Unfortunately I dont have any sources on me other then wikipedia so feel free to remove this comment if need be.
I keep finding conflictive information about Mata Hari performing strip-tease (some sites say she did, others she did not, further others she invented it...). Anyone who can clear this issue? Personally I wouldn't be surprised if any "exotic dancer" around 1900 did that as part of her routine. Britain might be drowning in Victorian morality but France was a whole new world.