This article is from the Nordic countries FAQ, by Antti Lahelma and Johan Olofsson, with numerous contributions by others.
A smoke sauna (savusauna) is perhaps the most traditional
kind of sauna. There is no smoke pipe: all the smoke from the
stove goes inside the sauna while heating. Of course, it has to
be removed before bathing, and this is done by opening a small
hatch on the wall. The fire on the stove must not be burning
while bathing, but this doesn't matter, since the massive stove
radiates plenty of heat for many hours. A smoke sauna is often
considered the ultimate sauna experience, complete with the
wonderful smoke odour. Smoke saunas are somewhat rare compared
to the normal ones these days, but sauna enthusiasts praise
them so that there still exist plenty of them.
 
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