These are patients at the Saki Sanatorium in Yevpatoria, Russia, taking mud baths. Mud therapy has been around for centuries, and even animals do something similar, called wallowing. 

The text on the photo is as follows: 

“Саки.
Больныя въ
грязевыхъ
Ваннахъ.”

Translated from Russian to English – “Saki. Patients in mud baths.”