Have been nude in male saunas at gyms several times, and always enjoy being nude with men or women. Since it's not co-ed though, it's all men. Some go nude, some don't. I definitely feel a vibe in there sometimes...guys checking other guys...seeing if someone may be interested. Never seen anything happen or participated though.
About a year ago I fucked my wife in the sauna in the male change room at our building. We went for a swin in the pool, were making out hard, and it had been a while, so she grinded my hard cock and got off an orgasm fairly qiickly. After that she played with my cock a bit(we were the only ones in the pool obviously). Was gonna fuck her then and there, but didnt want anyone to walk in on us. Plus the potential for an UTI fucking in a pool. So we decided to sneak into the sauna in the mens change room. There is one in the womens as well, but the dedign of the mens change room, there is a longer hall, so you can hear people coming and run out to the pool quick if need be...maybe...lol. Anyway, long story short, we snuck in, and she bent over right away and pulled her bottoms to the side, and I fucked her doggy for about 2 mins aprx, then came hard inside her. We both enjoyed it and wanna try again. It was hot trying to sneak a quickie in, in a public setting kinda. The risk of getting caught increases the mood so to speak.

Since I gave in to my bisexual urges about 12 years ago, I've visited quite a few gay saunas. I always have fun, but I think the best time was when a guy asked me to fuck him, which I did. He asked if I'd like to be fucked. I'd never done it before, but I don't want to die wondering about anything, so said yes and got on all fours. He used plenty of gel on his cock and figered me first, but it still hurt a bit when he pushed all the way in. Once past the initial discomfort I really got to enjoy it. I turned over onto my back and he wanked me off as he fucked me. I've been back to that sauna many times but never saw him again.

A couple of months ago, I once again visited my local gay sauna complex for an afternoon of fun. After a walk around the cruising area, I ended up in a crowd with a few other guys, watching some guys in action. I noticed a black guy next to me enjoying the show, as shown by his erect penis, which I thought was very nice. Looking over the rest of his body, I noticed he was lean, had some hair around his cock, but the rest of his body was smooth. Even his arms and legs.
I took a chance and reached out and took his cock in my hand, and as he didn't object, I started giving it a pull, and he did the same to mine. He suggested going to one of the cubicles, and I agreed.
We entered a cubicle, and I lay back, resting on my elbows, while he straddled me, putting his cock in my mouth. He then proceeded to fuck my mouth, while I moved my head back and forth.
When he was ready, he put a condom on, and I got into the doggy position, and lubed my arsehole. I felt his cock sliding into my tight hole, and then when it was about an inch or two inside my, he thrust the rest in hard and fast, and I let out a groan due to a mixture of surprise, pleasure, and pain. Fortunately, his cock was average size, so I could take it. He got into a good, steady rhythm, and was giving my arse a good pounding as I let out a groan, moan, gasp or occasional expletive with every thrust.
Every now and then, he took his cock out, put the tip back in, and then thrust the rest in hard and fast. He was in total control of the situation, showing me who was boss with every thrust of his cock, which he used every inch of. There were times when I thought about asking him to slow down, or be a little more gentle, but I didn't because I was also enjoying being fucked in this way, and I felt I should just take it without complaint as he was in charge.
Eventually, I heard him start to groan and new he was cumming. When he'd cum and taken his condom off, I thanked him and asked if he would lie down because I wanted to give some attention to his sexy smooth body. So he lay down and I kissed, licked and stroked his body, and I also took his cock, which was still hard, in my hand and started wanking it.
I really enjoyed doing this, and it was the first time I'd really payed this much attention to a mans body. After a while, I heard a moan from him again, and seconds later he shot another load of cum on his hot body.
It was an experience I enjoyed a lot, even though I didn't cum, and I'm sure he enjoyed it too. In future, I hope for more experiences like this.

i wrote a blog about my experience in the sauna at gyms

Fuck, how did I manage to post a blank page? Anyway, it was about having fun sucking cocks in a sauna, I'm sure you can fill in the blanks.

I go to a men's sauna every couple of weeks, usually. I've been going for over 7 years, and I've had a lot of sex in that time. Fucked a guy for the 1st time there, and got fucked for the first time there too.