The OP is missing, but the question’s still comprehensible. Yes, at least one - the Roman baths in Bath, England. I might be a bit hazy on the details, but as I recall, in modern times they were in constant use from around the 18th century, when spa bathing became fashionable. They were closed down in the 1980s due to the presence of a dangerous amoeba. This has now been removed, and they reopened recently for public use.
I believe that there are some bathing houses in Turkey that date from the Roman era.
If I am reading this page correctly http://www.frommers.com/destinations/budapest/0047023857.html The baths in Budapest date back to Roman times.
I think Wiesbaden, Germany has original Roman baths.