Coraline: In The Film of the Book, Coraline Jones wears pajamas for maybe over half the film.
Boo from Monsters, Inc. appears to be wearing a pink nightshirt, lavender stockings, and white socks throught the entire film (except when she is wearing a makeshift costume Sulley and Mike made to hide her identity).
Wendy, Michael and John in Disney's Peter Pan are in their pajamas for the entire film.
In the second half of Rise of the Guardians, the kids are outside in winter in their pajamas. Jamie and Sophie are noticeably barefoot, Jamie was even standing on a frozen lake. Considering they are with Jack Frost perhaps he did something to make sure they'd be okay.