Mine haven't had a bath in about a year.
We lived in the Philippines for awhile - a very dirty place, if you didn't wash the floor every other day you would have black feet! It was kind of gross. And it would build up on their coats faster than I think they could deal with it.
And sometimes I find they just smell a little musty. It also a great way to help get out dead hair when they are shedding.
edited to add - ok, maybe I'm just weird and like giving them baths - it's possible.