The Finns have known for hundreds of years, what the rest of us have taken longer to discover – the benefits of a sauna and cold plunge. Meaning bath or bathhouse, Sauna – correctly pronounced sow (as in wow) nah is the only Finnish word in the English dictionary, and is a Finnish way of life. For the sauna is a Finnish invention from 2000 years ago. This website, Finland Sauna.Com, has more on the history of sauna.
One devotee of the sauna/plunge pool regime is the life coach and entrepreneur Tony Robbins. It seems that this is such an integral part of Robbins’ routine that there’s a sauna and cold plunge in each of his seven homes. It’s interesting to note though, as the above article points out, one of the avowed benefits of the sauna/cold plunge routine, that of detoxing, is in fact pseudoscience.
As Business Insider UK states ‘While you’ll certainly sweat, the stuff that comes out of your pores isn’t actually made up of toxins. Substances like alcohol, aluminum, and mercury, for example, get filtered out and removed from your body by your liver and kidneys. But that doesn’t mean though that there are no benefits. So let’s take a look at the benefits of sauna/cold plunge that are backed up by science.
Six Proven Benefits of the Sauna and Cold Plunge
NB: If you’re frail in any way, pregnant, prone to dizziness or have either low or high blood pressure then this is not for you.
1. Improved circulation and energy giving
The raised heart rate and widened blood vessels the process results in will increase/improve your circulation. This is one of the reasons Tony Robbins is so keen. He ends his morning workout with a short-sharp extra hot sauna and quick plunge. 
2. Reduced muscle soreness and joint pain 
What improves circulation may also reduce soreness in muscles and pain in joints. That said, at least one study  has suggested the moist heat of a steam room more effective than the dry sauna heat for soothing sore muscles.
3. Improved immunity to illness
The Finnish medical society, Duodecim ran tests showing a 30% less chance of contracting a cold when taking saunas on a regular basis. 
4. Closes pores
The sauna opens your pores to allow you to sweat. The cold plunge is important to close the pores up again. 
5. Helps you to relax
You might not perhaps expect this but immersing yourself in cold water can relax you. According to Dr Health Benefits.Com, the increased blood circulation from the cold plunge releases endorphins. And more endorphins released makes for a more relaxed you.
6. Helps with weight loss
Of course the weight lost in a single sauna session is water loss from the sweating. It’s not a weight loss aid in and of itself. But done on a regular basis, combined with good diet and some exercise, sauna will help you burn some extra calories.
Let’s not forget that there can be a social side to taking a public sauna. This is another great benefit. You’ll find public saunas throughout the Netherlands and Flanders where mixed gender nudity is the generally accepted rule. For Finns and Estonians the sauna is an important part of daily life with families bathing together.
Britons saw the introduction of the first spas during Mediaeval times by returning explorers who’d experienced their delights in the Middle East. Yet, in the UK, the notion of the public bath grew from Victorian concerns about sanitation. As this Wild Culture article on the social function of the sauna points out: ‘Following the Baths and Washhouses Act of 1846 … most towns had a bathhouse of some kind, their architecture frequently reflecting the values of that bygone era. Families would pilgrimage to their towering red brick institutions for their weekly bath.’ And many institutions such as these had Turkish Baths installed as well as swimming pools and baths for hygiene. Swindon’s Health Hydro being one. In fact the Victorian Turkish baths in Swindon are now the oldest extant of their kind in the world.