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Roman baths were made primarily out of what many scholars call "Rome's greatest contribution to engineering", concrete. Historians say the first man to write on how to make concrete was named Vitruvius. The process was described as first taking the main ingredient, limestone, and burning out the carbon dioxide. Then, water was added which turns the limestone into a powder substance that eventually turns to putty when more water is added. Then, the Romans added sand and rock to the mixture. Finally, to waterproof the type of pink concrete used in the baths, Romans added crushed tile or volcanic ash. Concrete clearly has a place in today's societies as many modern structures are made of this cheap, durable material.
The vaulted, domed roofs were built of stone and concrete, using wooden scaffolds. They were built in sections to create curves and were supported by a keystone at the top.
Specifics for the site in Bath, UK:
The Great Bath was lined with 45 thick sheets of lead and the bath measured 1.6 meters deep.
The Great Bath's roof was of pitch timber construction.
Later, the timber roof was replaced (in the 2nd century) with a heavier ceramic vault with stronger pillars.