The brave souls were taking part in the No Pants Subway Ride that is celebrated in various cities across the world at the same time.
The tradition was started in the USA by Improv Everywhere, a New York City based 'prank collective'.
— IsabelInfantes (@isabelinfantes) January 11, 2015
According to the Improv Everywhere website the idea behind the No Pants Subway Ride is simple:
"Random passengers board a subway car at separate stops in the middle of winter without pants. The participants behave as if they do not know each other, and they all wear winter coats, hats, scarves, and gloves. The only unusual thing is their lack of pants."
— Zona Retiro (@zonaretiro) January 11, 2015