Reference this found online:
Q. My wife insists on having very hot baths. I�ve heard that this can be dangerous but she says I am making a fuss about nothing. What do you think?
A. Hot baths are perfectly safe for most people (assuming they are not hot enough to scald) but there are two areas of possible concern. Firstly, older men and women and teenagers are prone to a condition called postural hypotension - where their blood pressure drops on standing making them feel dizzy or faint . Having a hot bath can make this much worse, and there are many recorded cases of people collapsing and injuring themselves after a long soak. And secondly, there has been some claims recently that pregnant women who enjoy a long hot bath or saunas may be putting their babies� health at risk - one study has found a slightly increased risk of spinal cord damage though more research is needed.
Also if you bath was very hot see "heat stoke" which can cause the same symptoms as you mention:
http://www.netdoctor.co.uk/travel/diseases/hea t_stroke.htm