Roppongi

Azabu Onsen
Azabujuban 1-5-22
between Roppongi Hills and Azabu-Juban Station; closest station is Azabu-Juban (Namboku Line and Toei Oedo Line)

Unfortunately, this place has closed down "due to the old age of the premises and of the owners, unable to find a heir to the business".

Nagomi Spa and Fitness
Grand Hyatt Tokyo Hotel, 6-10-3 Roppongi, Minato-Ku
+81 3 4333 1234
Virgin Toho Cinemas
+81 03-5775-6090

If you are going to put down the going rate of nearly ¥1800 for a movie in Tokyo, this is the place to do it. The nine-screen cinema has futuristic decor, THX and reserved seating. This theater is open all night, so you can catch a movie if you are staying out late and are planning to catch the morning train.