Nevskiye Bani

You haven't been to Russia until you've experienced the 'delights' of a banya. Simply put, a banya is like a sauna but with the additional joy of being beaten on the back by a handful of birch branches. Apparently it's good for the health. Once you've rented out your slippers and bedsheet get your banya buddy to start administering a cathartic walloping. Then, when you're about to pass out from the heat of the steam room and pain of the birch beating, rush to the 'bassein' (a freezing cold plunge pool!) to cool down. Afterwards it's time to crack open a beer and replace those lost fluids!

Looks damn delightful!