It was narrated from Abu Rafi' that:
The Prophet went around to all of his wives in one night, and he had a bath after each one of them. It was said to him: "O Messenger of Allah, why not make it one bath?" He said: "This is purer, better and cleaner." (DE)
English reference (DE): Vol. 1, Book 1, Hadith 590 (DE)
Arabic reference (DE): Book 1, Hadith 633 (DE)