Watch Secrets of the Gay Sauna (2016) : Full Movie Online Free Gay saunas are places where men meet strangers to have sex. With exclusive access to one Nottingham business, this candid one-off documentary enters the often controversial and always secretive world of the gay sauna for the very first time. The programme meets the people who go there for sexual pleasure - from teachers to plumbers to Tory councillors - and the staff who clean up after them.