Just this summer I was at a cottage by Vänern (the largest lake in Sweden), the sauna was built right at the lake with a pier setup for jumping into it, we had a party going late into the night where you constantly moved from the sauna into the lake, out of the lake, have chats, a beer, into the sauna again, rinse and repeat for some 8-10 hours. I have no idea exactly how long I was in the sauna but it was definitely more than a couple of hours in the whole affair :)