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Сандуновские бани (Сандуны) в Москве.

http://oldmos.ru/upload/photos/3/c/d/800_3cd34cd7c10d0a929e6ba4abb6af4712.jpg

http://img.beta.rian.ru/images/10922/10/109221052.jpg
...

It was not necessary to get out of the warm water in the cold, there there were tunnels to warm dressing rooms on perimeter.


I don't remember well, I was a kid at that time. =) I remember that...

=) more photos...

http://www.ussr-swimming.ru/history/swimpools/swimpool-moscow6.jpg

http://www.ussr-swimming.ru/history/swimpools/swimpool-moscow1.jpg
...

It was cool indeed, imho. When I was a kid my parents took me there, great memories!