Sauna styles vary
Finnish sauna (löyly — water on heated stones, 80–90°C, no perfumes) is the original. Estonian smoke sauna (cooler, longer sessions, savusauna) intangible UNESCO heritage. Swedish bastu more public-and-social. German Saunalandschaft (sauna landscape, often nude, mixed) the bigger spa format. Each city below specializes.
Helsinki
Helsinki the global capital. Löyly (modern wood-clad public sauna on the sea, swim from 80°C into Baltic), Kotiharju (1928 traditional), Allas Sea Pool. Public saunas €18–22; private hour-rentals €100+. Kallio and Eira dense.
Tallinn
Tallinn traditional Estonian smoke sauna culture. Iglu Pop-up, Kalma Saun (1928 bathhouse), Vabaduse Saun. Very affordable (€12–18). Mooska smoke sauna day-trip rural.
Stockholm
Stockholm Centralbadet (1904 Art Nouveau bathhouse), Hellasgården (forest-and-lake sauna 30 min from city). Stockholm scene less Finnish-traditional, more spa-mixed.
Berlin
Berlin Vabali Spa (Bali-themed massive complex), Liquidrom, Stadtbad Mitte. Saunalandschaft format (clothing-free, mixed-gender, multiple sauna types). €25–60 day pass.
Vienna
Vienna Therme Wien, hotel saunas at Sacher and Park Hyatt. More spa-luxury than communal-traditional.
Strategy
Bring towel + flip-flops. Read local norms: Finland and Germany strict no-swimsuit; Sweden mixed; UK and Italy swimsuit. Don't drink alcohol before sauna; do drink water after.