United States
You'll find these in the small town of Kremmling, Colorado which you could drive through in about five seconds really if you felt that way inclined. But just off the main road is Hot Sulphur Springs, a spa complex based around natural springs of differing temperatures. Some are as tiny as a paddling pool, others are great rock pools and everyone is very friendly so if you can stand the heat you could stay there chatting for ages.
One warning - the smell, although you get used to it once you're there, it lingers for a spectacularly long time! Kind of worth it though as you do feel a million dollars when you leave.
Near Kremmling, about 70 miles from Denver, Colorado