Christmas Sauna Traces Ancient Roots Warming up the sauna on Christmas Eve is a tradition in many Finnish households. Finns bathed in saunas long before the arrival of Christianity, but the sauna also carries many Christmas traditions. Cabana, Scandinavian Saunas, Scandinavian Art, Hot Tub Backyard, Backyard Pools, Pool Decks, Pool Landscaping, Traditional Saunas, Outdoor Sauna