A Jewish workout is a term used to describe a session in a sauna. As referenced in the Seinfield episode - The Yada Yada (S8E19).
George: Hey, where you just at the health club?
Tim: Oh, well, I didn't do much. I just sat in the sauna. You know, it was more like a Jewish workout.
Tim: Oh, well, I didn't do much. I just sat in the sauna. You know, it was more like a Jewish workout.
by Anti-dentite November 22, 2013