Here is what is known as a smoke sauna, in which a flueless fireplace is used to heat up special stones--after the smoke clears, sauna revelers enjoy the moist hot air and the trace of smoke. This sauna was built in 2008 near Lake Pielinen, not far from the Russian border. It is for one of the founders of Tulikivi Oyj, a Finnish maker of fireplaces, sauna stoves, and heaters.