Turkish bath

from The American Heritage® Dictionary of the English Language, 5th Edition.

• noun A steam bath that induces heavy perspiration in the bather and is followed by a shower and massage.
• noun An establishment where facilities are available for Turkish baths.
• noun An extremely hot place.

from Wiktionary, Creative Commons Attribution/Share-Alike License.

• noun A Middle Eastern style steam bath followed by a dip in cool water and massage.
• noun An establishment where these facilities are available.

from WordNet 3.0 Copyright 2006 by Princeton University. All rights reserved.

• noun you sweat in a steam room before getting a rubdown and cold shower
• noun a steam room where facilities are available for a bath followed by a shower and massage