Any place with volcanic activity has a decent chance of having hot springs and for its inhabitants to discover and use them.
It doesn't even need to have actual hot springs, Romans had thermae, y'know. The various greek people would have their own tricks depending on geography.
Hot baths are appreciated by everyone and communal bathing is the most efficient way to use hot water.
Sure, it's not quite fitting the pseudo-medieval theme most fantasy worlds have, but then again neither do many of their technological and societal trappings. (Which would fit better with either classical or modern civilization)