It's much more common than you might expect.
Thousands of people a year travel to the town of Naftalan in the former Soviet Republic of Azerbaijan to do just that, but the oil in Naftalan isn't your average crude.
It's too thick for commercial use and doesn't burn well, but it's reputed to have medicinal properties good for skin, joint and bone diseases.
The oil is heated to just over 100 degrees, and guests submerge themselves in it for 10 minutes.
It smells like sulfur, but apparently feels like salvation.
The oil's effectiveness is credited to its high concentration of a compound used to treat conditions like psoriasis and eczema.
European Union and U.S. regulators have deemed that compound a potential carcinogen, but it hasn't been linked to cancer.