Has Rey mysterio ever been damasked?

Yes! In WCW in 1999 when LWO was forced to spilt after the reformation of nWo Hollywood and Wolfpac, Mysterio kept the LWO colours on and as a result was attacked by the nWo, this attack led to a 'Hair vs Mask' match against Kevin Nash and Scott Hall of nWo. Mysterio lost, and therefore his mask was removed.