Peter Zumthor's thermal baths in Vals, Switzerland. The baths had different themes: an outdoor bath that was covered in fog, a "fire" bath that was very hot, an "ice" bath that was very cold, a bath full of flower petals, a high-ceilinged cave room that had very weird acoustics, usw. The night swimming one evening was accompanied by two guys banging on gongs and other percussion instruments.
