Dry saunas are usually thought of as a Finnish practice and, with the colder weather this time of year, it's not hard to see why. But sauna bathing may have more benefits than just warming up your body.
Some studies have found that regular sauna usage decreased both symptoms and onset of a number of chronic ailments: cardiovascular diseases, arthritis, respiratory diseases, and chronic fatigue syndrome. Other studies focused more on qualitative responses, and asked participants if they felt more or less happy, tired, etc. after sauna bathing. Participants reported greater happiness and relaxation, and less fatigue, than control groups. And, the negative side effects reported were mild-to-moderate, with the most severe being intolerance of the heat (by individuals with unusually low heat tolerance) and claustrophobia from being in the sauna room with the door closed. The majority of participants reported only mild discomfort from the hot environment.
Further studies must be done before we can say for sure why people seem to experience health benefits when using the sauna regularly. We also don't how how long or often people must use the sauna to receive these benefits, as different studies had participants bathe for different time lengths and frequencies. But the research is promising and I personally will be using the sauna a few times a week to see if I benefit from it.