The Black Pokédex entry on Throh mentions they use vines to make their belts which would indicate that at least the belt is clothing.
When it tightens its belt, it becomes stronger. Wild Throh use vines to weave their own belts.
On a similar note the White and Alpha Sapphire Pokédex entries for Sawk mention about tying their belts but doesn't state that they make them. We can probably assume they are clothing from this though.
Tying their belts gets them pumped and makes their punches more destructive. Disturbing their training angers them.
However, it is worth noting that the official Pokémon site revealed that Machoke and Machamp don't wear clothes and it is just part of their skin. It even states that Pokémon don't wear clothes at all which does conflict with the above somewhat.
Sayaka: It may look like Machoke and Machamp are wearing underwear, but they’re actually not wearing anything. What looks like underwear is just a pattern. After all, Pokémon don’t wear clothes to begin with, right? ‘It’s not wearing anything!
Sora News 24, Official Pokémon site reveals bizarre yet amusing secrets about Fighting-type Pokémon Machamp