There are guys that do climbing without protection. It's called free soloing. It's pretty dangerous.
Free soloing is considered "a niche of a niche", reserved for climbing's elite.
With free soloing, risks such as loose rocks or a sudden change in the weather are always present.
A search is under way for American rock climber Michael Reardon, one of the leading exponents of free solo climbing, who was seen to fall from rocks by another climber.