Nemean Skinning

So, your hero has managed to showcase his woodland prowess after he Took a Level in Badass by felling a powerful woodlands creature with naught but a pointy stick and a bit of dental floss and gum. What better way to show his superiority over nature than to show him fully clothed in animal skin attire?

Never mind the equipment or time it takes to skin the animal, tan the leather (for the curious, converting a fresh animal skin into usable leather, especially in medieval and classical times, was an extremely long and labor-intensive process—we're talking months of work here, involving noxious and smelly chemicals like quicklime, animal brains, urine, etc.), cut it, and then sew it back into a wearable suit. If it's in a tundra or very cold environment, expect this to be used to justify his comfy survival in this environment. If portrayed realistically, it serves as an example of good survival skills (trained hunters know how to skin and butcher a downed large animal in a few hours' span with only their knives) and (if the hunter is stranded in the wild) his adaptation to his new environment.

Justified because it's just that cool. Especially manly characters will wear the entire open-mouthed head of the animal as a hood, as in the page picture.

The trope namer is the Nemean Lion slain by Heracles.

Anime & Manga

In Dragon Ball, Goku once skins a tiger. Of course, the only tool he has on him at that time is his power pole.
In Excel Saga, Excel once did this to a crocodile. As she had to do it bare-handed, it left her hands badly torn.
In Hajime no Ippo, Takamura once took out a bear by punching it a bunch of times. He let the bear live because she was only protecting her cub. However, Nekota came across the bear, killed it, and made bear stew. In Takamura's next fight, he wore the bear skin as part of his grand entrance.
This goes hand in hand with the prehistoric setting in Wild Rock.

Comic Books

Upon arriving in the afterlife naked, the first thing Billy Kincaid of Spawn fame does is kill some sort of lizard thing and take its skin for clothes.

Films -- Animation

In Disney's |Hercules, a reference to the original myth is kept when Hercules is seen posing for a picture in a lion-skin. The best part? It looks like Scar.
In the recent Beowulf adaptation, there's a barbarian with a wolf skin. Likely meant to be a pun on the name, "Beowulf". A lame pun, as Beowulf's name comes from "Bee Wolf," that is a bear, which he was described as being able to grapple like one.

Films -- Live-Action

Kid Leonidas in Three Hundred manages to skin a giant wolf without a knife, and wears it as a cape.
In Tropic Thunder, the lead kills a panda (accidentally, and much to his horror), whose skin he wears as part of his "descent into madness".
In Conan the Barbarian, when a fleeing Conan finally finds a weapon, the wolves that had been hounding him reappear. Cut to Conan wearing their skins.
In Windwalker the ancient, returning-from-the-dead, chief has an adrenaline boosting run-in with a bear. After killing it, he wears its pelt to keep warm in the snow.
A particularly macabre version of this is featured in Serenity: the Reavers wear clothing made from skins -- human skins.
Another human skin example: The bad guy in Silence of the Lambs was killing girls to make himself a girl suit.
Another Anthony Hopkins movie example: In The Edge, his character and Alec Baldwin's killed a bear in the Alaska wild and in the next shot were walking around in nice warm bear skin coats.

Literature

Somewhat subverted in the Percy Jackson and The Olympians book, The Titan's Curse, where after they kill the Nemean Lion, it magically skins itself. And not only that, but because of the Mist's effects on mortal vision, it suddenly becomes a leather trench coat.
John Jakes' Conan Expy, Brak, wore a lion skin and not much else most of the time.
The Dark Tower series actually shows all of the steps that are needed to tan hides, and how long it takes to do it.
Averted, you may be surprised to learn, in the original Tarzan of the Apes novel; Tarzan kills a big cat and plans to wear its skin: "But he found the hide had dried as stiff as a board, and as he knew naught of tanning, he was forced to abandon his cherished plan."
My Side of the Mountain has the protagonist kill a deer through use of traps, and the process of tanning its hide is long, complicated, and detailed. Kid has a good memory.
Michael Havel, a.k.a. Lord Bear of the Bearkillers, from S.M. Stirling's Emberverse trilogy, wears the head of the bear that earned him and the outfit their names on his helmet. Subvertes the trope by making Havel nearly get killed by the bear, and tanning is done by specialists off-page.
Mack of Louis L'Amour's Last of the Breed pulls the realistic version with a number of animals that he kills down to a few of the early tanning jobs going bad because he didn't have time to properly treat the skin.
As part of disguising themselves as tribesmen late in the Belgariad, Belgarath, Silk and Garion take out a few rabbits and sew the skins to their clothing. They later tear them off when the smell gets too strong, after they've served their purpose.
In the third Eugenics Wars novel from the Star Trek Expanded Universe, Khan Noonien Singh engages in this. He wears the skin of a big cat he killed after it terrorized his people's settlement.
In Emperor: The Death of Kings, Corvix has a head dress made from a lion's head that he killed many years ago.
The Big Bad of the fifth Redwall book, The Bellmaker, is Urgan Nagru, a fox who (allegedly) killed a wolf then took his name and pelt for himself. Nagru is Hoist by His Own Petard when he gets rammed into a tree, causing the teeth of the wolf's skull to stab through his head and kill him.
In Through Wolf's Eye, Firekeeper's original outfit was made out of the hide of a deer she had killed herself. It is explicitly mentioned that the leather of her outfit is of low quality, as she was literally Raised by Wolves and knew nothing of practical tanning.
Canim Ritualists in the Codex Alera are believers in this trope and dress themselves in cloaks made from the skins of their enemies (non-Canim ones, that is). Of course, since the most 'worthy' enemies are sentient ones, most ritualists from the tribes who commonly raid Alera dress in human skin cloaks.

Myths & Religion

As already mentioned, Heracles did this killing the nigh invulnerable Nemean Lion. He strangled the beast and then skinned it with its own claws to make himself a nice arrowproof coat. Most depictions show him wearing the lion skin, with the lion's head serving as the hood.

Tabletop Games

A very common foe in Scion. "Nemean" is a term that refers to any animal that is supernaturally huge, powerful, and evil, usually somehow related to the titans. A nemean lion can be the size of an elephant. A nemean elephant can be the size of a house. All of them generally look like gigantic versions of the common animals, but sometimes they have some monstrous features. The skin of a nemean animal is nigh impenetrable, and many heroes have made coats, cloaks, or jackets from nemean best skin that are the best non-Relic armor available in the setting (and often enough, they become Relics). On a sidenote, once you become so powerful that a lion the size of an elephant is your version of a common mook, don't worry: there are also Typhonian animals, that are big enough to provide a serious challenge to gods. A typhonian lion can be the size of a tall building, it's hide is even tougher, and if you skin it, is even better a prize...
The High Elven army in Warhammer Fantasy Battle has an elite unit called the White Lions of Chrace, greataxe-wielding woodsmen who wear the pelts of the beasts they take their name from. Aside from looking cool, these lion cloaks grant their wearers added protection against missile attacks.
Warhammer 40,000's Space Wolves have, among a staggering array of wolf-themed wargear, wolf pelts to adorn the Power Armor of their character models. And Fabius Bile of course works in a labcoat made from human skin.

Video Games

Final Fantasy Tactics: You can get certain weapons, armors and accessories by poaching monsters and trading them.
If you take the skinning profession in World of Warcraft, you can skin any beast (and a few smaller critters) as long as you've got a high enough skill level. This ranges from rabbits to massive dragons. And often enough, in skinning both huge and tiny animals, you tend to get the same kind of leather in the same amount. E.g., giant dinosaur and tiny gazelle might give 1-2 Light Leather each. Oh, but you can't skin Tauren. No matter how badly you may want to. Some bosses give specific leathers that can't be gotten any other way, though they've let this practice pass and any equipment from this will now be entirely out of date.
Whatever Ayla killed to make her outfit in Chrono Trigger, she decided it looked better with the tail attached. Justified as, well, this is 65 Million BC. Not like they had many other options.
Monster Hunter is basically made of this trope. Subverted in that, while most of your armor and weaponry are made of the bones, shell, and hide of things you hunt down and kill/capture, you never make it yourself during a hunt, but rather take the materials in to a professional to have them processed and crafted into a suit of armor/weapon (As demonstrated in the opening of Freedom Unite, which explains why crafting also costs money on-top of materials).
In Fallout: New Vegas, the Frumentarii, spies of Caesar's Legion, all wear Vexillarius helms made from coyotes, foxes, and other desert-dwelling canines. Except when going undercover, obviously.
Explicitly averted in Mabinogi (at least as of the original in-game region): the only leather you can use has been harvested and de-furred (and presumably tanned) by less civilized species than the player characters.
In Skyrim, a Dragonborn who maxes out his Smithing skill can collect the remains of his enemies and craft himself a suit of Dragonbone or Dragonscale armor.

Web Comics

Schlock Mercenary had one sequence that made reference to the absurd number of steps (though only showing some). Of course they manage to skip some thanks to Schlock's... unique biology.

Western Animation

In the "Ice Station Impossible!" episode of The Venture Brothers, Brock does this to a polar bear in seconds to help Dr. Venture survive being dumped naked in the tundra. In fairness, both Brock and the bear pelt were absolutely covered in blood. That didn't stop Dr. Venture from wearing it for the rest of the episode, including after he got back to the station, and while working in the lab to cure a volatile mutagen.
In the Justice League episode "Hereafter," Superman, having been blasted into the far future, under a red sun, is accosted by big mutated wolves, until he makes himself a sword and kills their leader, wearing its skin as a cape afterward. This one barely counts, as it clearly took time for him to fashion the skin into a cape, which would certainly be easier than making it into a tunic or something anyway and require way less skill to pull off.
On Foster's Home for Imaginary Friends, a feverish Bloo (as his alter ego Bloo Superdude) fights a vicious giant pink rabbit and wears his skin afterwards. Turns out it was Eduardo's stuffed bunny, Paco.
In the Adventure Time episode "Susan Strong", Finn discovers a tribe of humans (or so he thought) that wear animal skins as hats. This casts disturbing implications on the nature of Finn's own Nice Hat.
In Wakfu season 1 episode 17, Sadlygrove shears a pack of arctic dog-like beasts with one slash of his sword—without even killing them—to provide wool for his companions.

Real Life

The Vexillarius and the Imaginifer in the Roman Army wore headdresses made from the head of a wolf.
The term berserker literally means "bear jacket" and refers to Norse warriors who, among other things, wore bear pelts in combat.
Aztec priests of Xipe Totec ("The Flayed One") skinned their Human Sacrifices and paraded in their (untreated) skins for twenty days. It's supposed to be symbolic of how their god sheds his skin and is reborn in a golden body every year, which itself symbolises the maize harvest being husked.
A Cosplay example here. The cookie farmers are safe once more - for another year, at least.