Public steambath. The origins of the steam bath come from the Roman bath, which began during the height of the Roman Empire. Ancient Roman baths served many community and social functions within Roman society. Everyone in Rome used Roman public baths, regardless of socioeconomic status. These Roman baths were supplied by natural hot springs from beneath the ground. The oldest known saunas in were made from pits dug in a slope in the ground and primarily used as dwellings in winter. The sauna featured a fireplace where stones were heated to a high temperature. Water was thrown on the hot stones to produce steam and to give a sensation of increased heat.. Wolfenbutterar Sachsenspiegel, 14th century manuscript.