Green’s Dictionary of Slang

Morocco n.

In phrases

in Morocco (adj.) [prob. nonce-word; coined as supposed ‘gypsy slang’ by H.W. Longfellow (1807–82); ? a pun on buff, which can refer, like morocco, to leather and can also mean naked in the phr. in the buff]

stripped, naked.

H.W. Longfellow Spanish Student in Poetical Works (1867) 102/1: There you are in your morocco!