See also: sweat baths. Surprisingly wide spread in practice. Not only is it practiced throughout most of North America (Turtle Island) but is also a feature of Kabbalistic (Jewish mysiticist) practices. Mandingo practices might be an African analogue.
(yes, they can lead to psychedelic experiences)
EDIT: here's a paper on Kabbalah and sweat lodges https://www.academia.edu/37069129/The_Kabbalah_of_the_Sweatl...