Rudas Thermal Bath, Budapest
Gellert may be the most famous thermal bath in Budapest, but Rudas is the most historic. The building dates from the 16th century, when the occupying Turks were constructing bathing facilities to make the most of the city's 80 geothermal springs. The Ottoman influence can still be seen in the octagonal pool, covered by a huge dome and supported by eight pillars, and the six steam pools. Try an underwater massage at 3am (the bath is open until 4am on Fridays and Saturdays). Note that it's men-only during the week, except on Tuesdays when it's women-only; weekends are for mixed bathing.
• From around £4 for a morning ticket to £10 for night bathing, and from £8 for massages; rudasbaths.com
Sturebadet Spa, Stockholm
Renowned balneologist Carl Curman opened Sturebadet in 1885, aiming to promote exercise and good health to the people of Stockholm. He was so successful that by 1899 there were 63 treatment areas, 43 bathtubs, and thousands of daily bathers. The original bathhouse, based on a Renaissance palace in Venice, burned down in 1985, but it has been faithfully reconstructed from old photographs.
• From around £46 for a day pass, slightly cheaper for two people; sturebadet.se
Kalma Saun, Tallinn
Kalma Saun was the first public sauna in Tallinn, built in 1928. The imposing building still houses a traditional municipal sauna and pool, so if you're looking for a swanky spa it's not the place for you – but if you want an authentic Estonian experience, it's perfect. No-nonsense staff will give you a towel, a plastic mat and a birch branch to aid the bracing heat treatment and circulation-boosting self-flagellation. Two private saunas are available to rent for those uncomfortable with communal nudity.
• From around £5.50 for the main sauna; bma.ee/kalma
Hammam & Spa Oktogen, Bern
A huge 19th-century gas heating plant and former billiards factory has been transformed into a luxurious hammam. The central pool sits in a dramatically lit octagonal room with 13m ceilings, surrounded by treatment rooms over three floors. The emphasis is on gradual warming, cleansing and relaxation. Bathers wear traditional linen drapes – a comfort for the selfconscious.
• From around £29; hammam-bern.ch
Sundhöllin, Reykjavik
If you think you don't like indoor swimming pools, try Sundhöllin. Reykjavik's oldest pool (built in 1937) uses fresh water from the mountains, which is geothermally heated. The building is architecturally arresting, hydro massage therapy is available and swimmers can also use the sauna. Don't want to be cooped up inside? Head to the roof: there are two heated outdoor pools and a steam room, plus a sundeck. Who needs the Blue Lagoon?
• Around £2.40; reykjavik.is