Austria is also naked co-ed saunas.

As for Japan, I believe you are supposed to make a big show of cleansing yourself before going into a spa.

I've noticed in Europe (outside Germany/Austria) that you'll know who the Germans are in saunas as they're the ones wrapped in towels and you just know they're buck underneath.

Still on the subject of Germans, there's lots where I am and my wife (ethnic Austrian) was commenting that if you saw most of the older people buck naked in the hot springs, it is a sight that once seen simply cannot be unseen.