Banff Upper Hot Springs is a historic bath house dating back to 1886. It has amazing views of the surrounding mountains. Banff National Park was originally created to protect the natural hot springs that this pool is fed by.
Banff Upper Hot Springs is not my favourite hot springs in the Canadian Rockies as the pool is pretty small and always very busy. I know some people love it, however, so I'm including it for that reason! If you can, go early. I'd also suggest getting here on public transport if possible.