There are only two nude saunas in Athens, that I have heard of, but both are cruising areas. They are Alexander Sauna (the words connected and a com will give you the site) and Flex Sauna (again words connected, but gr this time). There is also a genuine hammam (steam bath), but I doubt that nudity will be accepted there. I have never been to any of them, so I cannot offer more info. Hope I was of assistance.