Musnad Ahmad 792:25

Isma'il ibn Ibrahim narrated to us, from Bahz ibn Hakim, from his father, from his grandfather, who said: I said, "O Messenger of Allah, regarding our private parts, what of them should we cover and what should we leave?" He said, "Guard your private parts except from your wife or what your right hand possesses." I said, "What if the people are among one another?" He said, "If you are able that no one sees it, then let no one see it." I said, "What if one of us is alone?" He said, "Then Allah is more deserving of being felt shy before than the people."