Well, that's not slang in fact. Just sort of a funny proverb from the movie. Like "жить - хорошо; а хорошо жить - еще лучше" (based on kinda a pun).
Also, "иди в баню!" (kind of a soft version of "go to hell!", an euphemism) is not from the movie "Ирония судьбы". By the way, in the modern internet slang "идти в баню" or "отправить в баню" can mean "be banned/to ban someone", because the word "баня" is phonetically close to the verb "to ban".