While such systems and methods can include any suitable component, in some cases, they include a first and a second piece of sauna housing and a sauna heater. In some such cases, the second piece of sauna housing slidingly couples with the first piece to define an interior sauna chamber. Additionally, in some cases, a first portion of the second piece of sauna housing is configured to slidably fit within the first piece such that a volume of the sauna chamber is configured to increase and decrease, respectively, when the second piece is moved into an extended position or when the second piece is moved from the extended position into a collapsed position in which the second piece nests within the first piece. In some cases, the first and second pieces include a ceiling that is configured to extend over a user within the sauna chamber. Other implementations are described.