City with saunas all over (6)
I believe the answer is:
nassau
'city' is the definition.
(Nassau is an example)
'saunas all over' is the wordplay.
'all over' indicates anagramming the letters.
'saunas' anagrammed gives 'NASSAU'.
'with' is the link.
(Other definitions for nassau that I've seen before include "Caribbean resort" , "Port of the Bahamas" , "Capital of the Bahamas" , "Dublin street in the Bahamas?" , "Bahamian capital" .)