The first one is the dictionary form (nominative singular): баня. And in all of my other examples the same sequence is assumed.

So, "я" (as I hope you know) serves for two purposes: 1) represents the vowel sound of "а"; 2) indicates softness of "н". So, phonetically it is [б А н' а] (the stressed vowel capitalized, the apostrophe is used for softness). If you remove the nominative singular feminine ending [а] (to get the zero ending), what do you get then? [б А н'] Now spell it in Russian orthography: бань.