Heldeke! is a new underground theatre and bar that is also home to Tallinn's coolest sauna (although not literally). It's located in the vibrant community of Kalamaja, a short stroll from the Old Town. The venue itself has its own colourful and controversial place in sauna history, which is revealed when exploring the longer story of sauna culture in Estonia. It's certainly off the tourist trail. The sauna has 'home rules', which means swimming clothes are optional and women are welcome to go in separately when they wish. The bar is well stocked with interesting Estonian drinks you are welcome to purchase, including a wide selection of alcohol-free options, while food is already included in the experience.