There are a few in SF. Archimedes Banya (www.banyasf.com/) is my favorite. They have a real Finnish sauna that gets up to 100 C (or over) along with a pool for

There are a few in SF. Archimedes Banya (www.banyasf.com/) is my favorite. They have a real Finnish sauna that gets up to 100 C (or over) along with a pool for cooling off that is less than 10 C. They also have two Russian baths and a Turkish bath (steam room). To get that real Finnish/Russian experience, you can even bring your own alcohol. Clothing is optional on one half and required on the other. There are others in SF, but I haven't been to them.