I'm doing research on bathing rituals in Japan, Scandinavia, and
Istanbul, and am getting nowhere.  All the data I find is from spa web
sites- which try to sell you on their products rather than give you
historical facts.  Any idea where to look for real histoical
facts??... like when did it start there? What materials did they use? 
Was it religiously based or just for leisure?

In Istanbul, and in Turkey, to be more general, bathing rituals have
deep historical backgrounds, hence the name "turkish bath". Therefore
the search must be conducted in Ottoman history.

And that may relate to Roman practices, remember the immense edifices
the Romans constructed as baths in Roman and more modestly in Asia
Minor and in England, Chaucer's the Wyf of Bathes.

Try searching Google with:  "bathing practices" AND turkey OR scandinavia OR japan

Maybe also "bathing traditions" AND ...

This site seemed to be right on target since it named the 3 areas, but
the first word seems predominant, but that is part of it:
 
"Nudity in Ancient to Modern Cultures--Aileen Goodson - 
... the Roman Catholic Church suppressed such bathing practices.25 However, ...
customs of communal bathing so prominent in Japan, Scandinavia, and Turkey. ...
www.primitivism.com/nudity.htm - 81k - Im Cache"

http://www.primitivism.com/nudity.htm

For a firsthand account of Turkish baths (and much else) in the early
18th century, Mary Whortley Montagu, wife of George II's embassador
has a nice description  - which may not be online.

Except for knocking holes in the ice to go swimming during the winter
months which I beleive some freaks from all scandinavian countries do,
I think only finland have exotic bathing traditions which I think they
share with some of former member states of the soviet union. I am
refering to the use of sauna's, which I beleive is a finnish
tradition. Someone once told me that to this day, there are more
saunas than cars in finland. Even corporate buildings like Nokia HQ
have saunas.
Similarities between native american sweat lodge and russian sauna coincidence ?