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The sauna and steam bath have to be the most localised forms of travel that we can engage in. Don't bother with jetting off to the diminishing equatorial rainforest because the summer weather here has been crap – simply march along to your local leisure centre, strip off in the utilitarian changing room, then immerse yourself in the microclimate.

A properly maintained sauna has the same relative humidity as the Sahara or the Namib deserts; disregard the tiles that look as if they've been grouted with snot, the slatted benches greased with the essential oils of a thousand buttocks – narrow your dry eyes and the safety light, behind its wire mesh, will mutate into the hurting disc of the sun. If you keep the temperature well jacked-up and make sure to souse those rocks with plenty of water, you may experience the curious phenomenon of interior mirage, whereby an image of the plunge bath appears in the corner of the sauna, looking cool and inviting (rather than what it is like in reality: clammy, and reticulated by a thousand shed hairs). If you want to still further enhance the illusion, take a suitable book in. I've spent many happy hours in the sauna at the Latchmere Leisure Centre in Battersea, reading TE Lawrence's The Seven Pillars of Wisdom, or Thesiger's Arabian Sands.

Alternatively, should you feel inclined to immerse yourself in the moist fecundity of the rainforest, why not go in search of a steam bath? The very opacity of the medium with which these artificial climates are filled makes suspending disbelief that much easier. I often used to hang out in the Porchester Baths in Queensway, central London, of a weekend afternoon. This was in the days before it had been gentrified, and the upper level was carpeted a dun brown, wood-panelled, and equipped with old electroliers. Ranged along the sides of the broad chamber were curtained booths containing day beds, and from time to time an overweight East End cabbie would emerge from one of these, his moobs glistening with sweat, and join three of his colleagues at a baize-covered card table for a hand of brag. To complete the sensation of a seraglio populated by hairy houris, there was a serving hatch at which you could procure such exotic sherbet as jelly and custard.

If you ventured downstairs there was the plunge bath, and beyond it no fewer than three steam baths, each foggier that the last. In the hottest and steamiest was enacted the ritual of the shmeiss, whereby the cabbies scrubbed one another with a raffia brush dunked in hot, soapy water. Shmeissing was brought to the East End by eastern European Jews at the turn of the 20th century, and it involved a definite ritual, while the shmeiss brush itself resembled a grass skirt. If you sat in there reading Lévi-Strauss's Tristes Tropiques, while the shmeissers bellowed and their brawny pink limbs floated in the vaporous haze, you could easily imagine yourself deep in the heart of the Amazon, with a bunch of Bororo crazed on yoppo.

For me, the sauna experience never fails to shift the weight of place. For years my favoured sauna was on the Finchley Road, next to the Cosmos Restaurant (where you could eat Wiener schnitzel next to people who'd never, psychically, left Vienna at all). This outfit had the virtue of being open 24 hours a day, so that you could pitch up in the middle of the coldest night of the year, and immerse yourself in an interior that felt like the hot crotch of Rio de Janeiro. Metaphorically, that is, because this was – and I believe still is – emphatically not an establishment where commercial, or any other, sex was available. Presumably, for those who savour such excursions, the trip to the anonymous shopping parade in the outer suburb, the step through the plate-glass door with its sign reading SAUNA, followed by the "something extra" – a hand job under a thin towel – is as exciting as any other sex tourism.

The closest I've got to such experiences have been the rigours of professional massage. I've been pummelled in hammams from Fez to Cappadocia and back again – usually emerging feeling like pizza dough ready for the oven. There was the time I stayed at the famed Oberoi Palace in Delhi with the late Turnbull St Asser, and we thought to work off our narcotic excesses with a sauna and a massage. Everything went to plan up until the laying on of hands, which was accompanied by a liberal dousing in rosewater. Reader, he was a pretty boy, and I will forestall your blushes by saying that I was able to control myself as he manipulated me – exhibiting a stoic sexlessness that Thesiger would've recognised – by the simple expedient of imagining that I was back in Swiss Cottage.

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