Bathhouses simply aren't a "thing" here in NYC. Don't waste your time. It's all about private sex parties--which is ok because it's cheaper and busier than the bathhouses. (I miss the venues like steam rooms, mazes, etc., but the sex parties can be really good.)
Check out http://groupsexinthecity.com updated by some good samaritan in the city. Be sure to check out the post about how to find the right sex party for you. Some cater to certain races or body types, some require an email for entry, etc. So plan ahead.
I agree with plowmeraw about CumUnion though. I took 19 loads one time. I'll never understand how I'm still neg...