Musnad Ahmad 2:44

Harun narrated to us, Ibn Wahb narrated to us, ‘Amr ibn al-Harith narrated to me, that ‘Umar ibn al-Sa’ib narrated to him, that al-Qasim ibn Abi al-Qasim al-Saba’i narrated to him, from the storyteller of the armies in Constantinople, that he heard him narrating: That ‘Umar ibn al-Khattab said: "O people, I heard the Messenger of Allah, peace and blessings of Allah be upon him, saying: 'Whoever believes in Allah and the Last Day, let him not sit at a table upon which wine is circulated. And whoever believes in Allah and the Last Day, let him not enter the bathhouse except with a lower garment (izar). And whoever believes in Allah and the Last Day, let her not enter the bathhouse.'"