In New York the plunge arrives in several traditions at once. The Russian & Turkish Baths on East 10th Street run the banya cycle, with a rooftop to cool off on. Out in Flushing, New York Spa & Sauna works the Korean jjimjilbang version.
Bathhouse on West 22nd Street adds an aufguss round and a pool to swim the heat off. Whichever you choose, the cold side is a plunge and not a shower.
In New York, 5 of the curated saunas fit this cut. See the full New York guide for every venue, or keep scrolling for just the saunas with a cold plunge.
Every sauna with a cold plunge in New York

Bathhouse — Flatiron
$$New York, United States
The Manhattan sibling of Bathhouse Williamsburg, a smaller-format outpost on West 22nd Street in the Flatiron district. Same Bathhouse menu of hot pools, cold plunges, sauna, steam rooms, hammam and daily aufguss, scaled to a tighter footprint. Same moody industrial design language as the flagship.

New York Spa & Sauna
$$New York, United States
A Korean day spa in Flushing, open every day of the year from early morning to late. The bathing floor downstairs is gender-separated and nude, with hot tubs, a cold tub, a steam room and dry saunas. Upstairs is co-ed in the house uniform, with four more dry saunas, an ice room, heated floors and a Korean kitchen.

Othership — Flatiron
$$$New York, United States
Othership's first US bathhouse is on West 20th Street in Flatiron. Sessions run as guided classes or quieter free-flow visits, moving between a large cedar sauna, eight ice baths and a fireside tea lounge. Swimsuits are worn throughout, and the changing stalls are not split by gender.

QC Spa New York
$$$New York, United States
Italian-style luxury day spa in three restored 1934 army barracks on Governors Island, reached by ferry. Thermal baths, several saunas, steam rooms, Vichy showers, infrared beds, an ice room, a salt room and outdoor pools facing the Manhattan skyline. Adults-only, with session-bounded entry.

Russian & Turkish Baths
$$New York, United States
An 1892 East Village institution still run alternately by two owners on rotating weeks, so vibe and rules shift week to week. Circuit is a Russian radiant-heat parilka, Turkish steam room, redwood Finnish sauna, aromatherapy room, ice plunge, and roof deck. Walk-in only, gritty and communal, with venik (oak-leaf platza) treatments and borscht in the cafe.