Which planet(s) have no atmosphere?
Short answer: Mercury.
Long answer: Mercury is the only planet in our Solar System that has no substantial atmosphere. Technically speaking it does have an extremely thin atmosphere but it's so thin that for all practical purposes it might as well be a vacuum. See Why doesn't Mercury have an atmosphere?
Venus has a very thick atmosphere, Earth obviously has one, Mars has a thin atmosphere. All the gas giant planets have atmospheres that are mostly hydrogen and helium.
Pluto isn't considered a major planet any more, but for the sake of completeness, it does have a very thin atmosphere. At about 1 Pa, its atmospheric pressure is approximately 100,000 times less than Earth's.