"Health" Salons
Basically, health salons were just hair salons that had a bunch of bizarre machinery in them that would stay open late to accommodate the professional female lifestyle. There were tons of saunas, usually, they had restaurants, stylists, and bars as well.
The Steam Box
Steam boxes were just practical saunas that people could crank up even higher because they could stick their heads out the top to breathe the fresh air. They were also called Roosevelt Baths, and they were sponsored by the U.S. Government in 1938.