Making a electromagnet
Well.. you COULD use uninsulated wire but then you might as well just use a solid copper rod or tube and you would require unreasonably low voltages and unreasonably high currents to get the same power/field strength since you would basically be trying to make a magnet out of just a straight, single solid strand of wire or maybe just one turn of wire. All current flow does produce a magnetic field after all, but it's impractical.

Not all insulation is a rubbery or plastic material. The magnet wire which is typically used in things like transformer, motor, and electromagnet coils is insulated with a thin, hard  laquer or enamel. It's made to be very thin so you can squeeze as many turns as possible into the same volume.