Free hot springs
List of hot springs, wild or as a bath, that are accessible free of charge.
La Fortuna de San Carlos, Arenal Volcano National Park
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A few kilometers away from commercial hot springs (Les Bains de St. Thomas), there are also wild springs. From the west end of Fontpedrouse, turn off from the N116 to St. Thomas/Prats-Balaguer. In the first hairpin, follow the signs Prats-Balaguer, then do the same on the next junction (ignoring St. Thomas les Bains). Follow the road up and in the 3rd hairpin you'll see a small parking and a trail leading down to the hot springs.
Free camping and fire are no problem, but keep the place clean and take your trashes down to the village with you!
Thermopylae ("hot gateways") is a location in Greece where a narrow coastal passage existed in antiquity. It derives its name from its hot sulphur springs.
It's free (unattended, hence with some trash around), used by the locals, water 42c. Possible to free camp. Place is 12km from Lamia, behind the gas station on the way to the Thermopylea battle monument.
Bagni di San Filippo
San Filippo is a tiny village in Tuscany, south of Siena with natural wild hot springs. By car it can only be entered via one road, and the path to the hotsprings is closely after the first building. There´s a sign saying "Fosso Bianco" and leads to a small river, that you have to follow up for 100m. There are several flat spots where you can put a tent as well as a small cave for up to maybe 5 snuggly people. To find the cave you have to follow a small path uphill to the right when you're standing right infront of the hot spring pools. In the cave there are blankets stored in plastic bags, a tarp and a little fireplace. To get drinking water you follow the street downhill to the little chapel. On the little square infront of it is a public fresh water spring. There´s no foodstore in the village.
There are some breathtaking uncommercialised natural hot springs near Valencia where you can swim all year round. Access is not easy because the hot springs are located in a mountainous and rural area. The area/village is called Montanejos, and it is about 90km north of Valencia.
Know the maximum temperature of the hot spring you're planning to enter. Most commercially-developed springs are diluted with cool water so that their temperatures are similar to those of residential "hot tubs," i.e., a maximum of about 110 degrees Fahrenheit (43 degrees Centigrade). "Wild" springs, however, can have effluent temperatures far greater than this, indeed, far greater than what is safe. Temperatures as high as about 160 F (70 C) are common in hot springs, and some reach the boiling point; immersion in water this hot can prove fatal very quickly. A little dilution with surface water will go a long way, but be conservative unless you know the spring well.
Many wild springs are gathering places for wildlife. Know what kind of animals might frequent the area of the spring, and be prepared for a greater than average likelihood of wildlife encounters.
Thriller movies notwithstanding, very few of the world's hot springs are acidic enough to pose an immediate safety hazard, although many are acidic to some extent. The few exceptions tend to have very obvious connections to active volcanism, e.g. the crater lake at the active Poas volcano in Costa Rica (which in any event is not open to bathing).