Is there are evolutionary explanation for why humans and primates are ticklish? How might it have evolved?
Tickling probably evolved from a defense mechanism but then gradually changed into a more social action, as explained in Provine, 2005 (PDF):


  The neurological mechanism of tickling probably evolved from a reﬂex defense mechanism that protects our body’s surface from external, moving stimuli, probably predators or parasites. Our response to tickle is more varied and complex than the typical reﬂex, but it has some stereotypic, reﬂex-like properties (i.e., we laugh when tickled, struggle to escape the tickler, huddle, fend off the tickling hand). Although you can be tickled to laughter by a machine (Harris, 1999) (PDF), most everyday tickle is yet another social context for laughter and a form of communication.