Steam bath

A steam bath is a steam-filled room for the purpose of relaxation and cleansing.

These Roman baths were supplied by natural hot springs from beneath the ground.

[1] Archaeological works at the monastic complex in the Makurian city of Hambukol, has revealed the possible use of one of its rooms as a steam bath.

[1] Today, natural steam baths still exist, and often still use similar systems that the Romans used, which contain pipes and pumps that bring water up and into the large pool areas, wherever the natural springs exist.

(Both are hot, but the steam in a sauna is created by throwing water on a stove.)