Ah, those are fascinating! I find the sauna and knocking on the door especially interesting.
For something from my place (Poland):
According to popular tradition, witches always meet on sabbaths on "bald mountains", the most famous one of those being appropriately-named Łysa Góra (lit. Bald Mountain). The witches would meet there, light fires, dance and burn various weeds, jumping on their brooms and flying off with the first rooster's call. The sabbath of Łysa Góra is apparently a pretty well-known process, which begs a question of how our God-obeying ancestors got to know it so well.
Apart from fires and dances, they'd have a dinner, using skulls, eggshells and horse hooves as crockery. After that, there'd be a parade dance, with the leading witch dancing with the Devil himself. After that, there'd be workshops, info-share and other learning activities between the witches.
Two similar spirits from old paganic religion, not really believed in today, are rusałki and południce (
rusaw-kee and
powood-nee-tseh, for the sake of those interested). Rusałki were your regular water spirits who could take on appearance of young and enticing women, luring men into the waters to eat them. Południce, on the other hand, prayed on farmers who slept on their fields at noon (their name could be translated as noon-wraiths).
More of tradition than superstition, but on Christmas Eve, you should always leave a free spot by the table for any unannounced guest. You can never know when Jesus himself pays you a visit, and you may not recognize him as such, so implication is that you should let in a stranger knocking on your door on Christmas Eve.
Under the Giewont mountain in the south there's said to be awaiting an ancient army of sleeping knights, to awake when country's greatest need comes. Those who stumble upon the entrance to their cave by accident are sworn to secrecy of place's location by the knights' watchman and leader.
The mines are said to be haunted by a spirit called Skarbnik, the Treasurer, which while rather grumpy, is actually hepful and protective, warning the miners of cave-ins, floods and methane pockets. He usually appears as an old beared man, although sometimes he takes on a shape of an animal, or choses to remain invisible and signal his presence by knocking.
Not sure if this technically counts, but under the castle hill in Cracow there's a cavern where a dragon is said to have resided once. The beast was pretty classical one - kidnapping fair maidens, eating sheep, terrorizing the populace, that sort of things. In the legend, it was beaten by a heroic shoemaker, Dratewka (
w is read as
v). He killed it by sewing a whole lot of either explosive or really spicy (depending whom you ask) substances into a sheep corpse that was left to the dragon as an offering. According to the which version of the story you listen to, the dragon's fiery breath detonated the explosive package in his stomach, or the dragon got so thirsty, it drunk too much and died of it. Now the reminder of the story is a statue in Cracow:
Yes, it breathes fire. It's cool. O0
For the last thing, in my home city there are more disturbing stories. For one, the medieval prison (which doubled as city gate - weren't we inviting and welcoming people!) was also the execution place, and for years nobody wanted to do anything in the building, due to alleged ghosts of executed prisoners roaming the halls - it's now an amber museum, BTW. For other, back during World War Two Gdańsk was pretty heavily "invested" in by the Nazi regime, so there's an astonishing number of buildings which are now said to be haunted by strange lights and screams.