Use of all kinds of saunas or steam baths can be traced back thousands of years and across the globe, from indigenous cultures, Japan, Russia, Nordic countries, others. In the past few years, an uptick of sauna popularity has been seen in the U.S. as well, with users .
The Finnish people tout the therapeutic benefits of a hot sauna, followed by a cold plunge into a lake. And they would know. They're credited with starting the practice and have been doing it for centuries.