Is it safe to go for a steam bath after drinking alcohol?

Stay hydrated: Alcohol is a diuretic (causes you to pee more than usual), so you tend to get dehydrated drinking. This combined with a steam bath could make you light-headed and dizzy and in extreme circumstances cause a syncopal episode (faint). Make sure to drink lots of water before/during/after steam and you should be fine. If feeling dizzy at all during the steam, lay down flat in room temp and drink water.

Only if small amount: This is NOT safe if one has had enough to be intoxicated- it is probably OK if only 1 or at most 2 drinks- more research is needed. But large amounts of alcohol significantly increases risk of dying and serious injury in steam baths and saunas. People are much more likely to pass out from low blood pressure or have abnormal heart rhythms. See http://www.ncbi.nlm.nih.gov/pubmed/3218903