I figured I'd post a new thread about this since there are various posts with this very topic and I'm to lazy to Search and revist each post to offer my workaround.

So for those that are experiencing crashes in the Ultra Luxe Bath House/Steam room area this is what I did as a work around:

Set everything (graphically) to "Low"... and I mean everything. Make sure you set this up in the Options of the New Vegas splash screen and not while in game.

It'll look like dog poop, but should allow you to get in there, do your business, and get back out without the annoying crash.

Do a manual save (New Save recommended) once you exit the main door to the area and you should be good to go.

Hope this works for everyone.