Be sure to check bath schedules upon your arrival into Budapest, as most. See 2807 traveler reviews, 420 candid photos, and great deals for Budapest, Hungary, at TripAdvisor. Founded in 2001, Orpheus is the perfect club for those who like the swinger lifestyle. Ask if you want a room with a Jacuzzi. This maze of single-sex thermal baths and plunge pools opened in 1927.