I've seen Korean Hot Stone saunas offered at a premium at Japanese bath and sauna/steam room resorts. They involve a hefty extra charge and are typically offered in 20 minute increments.

I also saw a Korean movie "Take After My Cat" a couple of years ago in which I seem to remember fully clothed people standing around some hot stones.

Can anybody explain these saunas and why they are different to the kind I'm familiar with (pine room with a brazier where the high temperature gets you to sweat out dirt and open your pores which then need to be closed with a cold water dip - process can be repeated)