steam bath
steam room
vapor bath
vapour bath

I should add that the clip was shot in the private section with its own steam room.

His face felt hot, as if he had walked into a steam room.

So I spent almost all day in the steam room.

Later, I saw another couple eating their lunch outside the steam room.

The time came when he should have gone to the steam room.

On asking again a few minutes later, it turned out that two people in the steam room had changed their minds.

On our way to the steam room we passed Henry who was working with a new client.

They sat there like the place was a steam room.

No wonder some people give up and head for the steam room.

Only now did the speaker come into the steam room.