Filmed at the instantly recognisable Harrogate Turkish Baths (likewise the Raffles TV adaption of The Chest of Silver.) It’s the biz, and still open in much of its Victorian glory - elina-elsu and I visited a few years back and had a fine time apart from the fire alarm going off, leading to us trooping outside dressed in not-much! The hot rooms could stand to be a lot hotter though!*
Also, the area shown is the end-part of the cooling room, so H&W are basically just blocking up the place with their cosy arrangement! (More realistically, it’s the closest simulation they could manage of the kind of two-couch booth arrangement at the Northumberland Ave. baths mentioned in ILLU.)
Note: If you’re at all interested in the real history of the British ‘Turkish Bath’ please visit Malcolm Shifrin’s immense and detailed site Victorian Turkish Baths: Their origin, development and gradual decline. There is a detailed plan of the Northumberland Avenue baths frequented by Holmes & Watson, and mountains of excellent articles. It’s an amazing resource, which the creator provides totally free. Good egg!
* unlike the much tinier (and cheaper!) baths at Swindon, which are properly hot, though use their marble shampooing slab as a leaflet stand!
Whenever I tell the story of “I was in a Turkish Baths with my English friend and the fire alarm went off and then we stood on the street in our towels”, people look at me as if I was making it up. But it’s true, ahahaha.