Sayyiduna Umar bin al-Khattab (may Allah be pleased with him) said: I heard the Messenger of Allah (peace and blessings be upon him) say: "Whoever believes in Allah and the Last Day should not sit at a table on which wine is passed around; whoever believes in Allah and the Last Day should enter the bathhouse only wearing a waist-wrapper; and the woman who believes in Allah and the Last Day should not enter the bathhouse."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصداق / 14549