Especially in winter it is a special experience to bathe in hot springs in the middle of the forest - of course only if you like it natural and can do without showers and changing rooms once in a while.
Around the Monte Amiata in southern Tuscany you will find such hidden "nymph baths" in many places, but also the only place in the world whose central square has consisted of a swimming pool with warm water since medieval times: Bagno Vignoni.