From the Hoax:
- Baths consisted of a big tub filled with hot water. The
man of the house had the privilege of the nice clean water, then
all the other sons and men, then the women and finally the
children-last of all the babies. By then the water was so dirty
you could actually lose someone in it - hence the saying, "Don't
throw the baby out with the bath water."
Most peasant folk could not afford a bathtub and used a barrel with the top removed.1 The time and energy required to draw enough water from the well to fill a barrel was prohibitive enough to make a full-body bath a rare occasion. However, it wasn't necessary to immerse oneself completely to get clean. Think of what you can do with some cloths, soap, and a bucket of water.
There is no evidence to confirm that peasant families bathed serially in the same bathwater, but they may have occasionally done so to save the extra labor. However, whatever special occasion prompted the work of a full-body bath may have also prohibited letting the water get too dirty for it to be of much use. Contrary to popular belief, medieval people were not entirely oblivious to matters of hygiene, and are unlikely to have blithely plunged themselves into filthy water "to get clean."
Those who could afford a real bathtub could also afford servants to fill and replenish it, and would have no reason to make their families follow in their polluted bathwater.
For the most part, children were treated with the special care with which they have been treated since the beginning of time. Rather than being submerged in a barrel full of water (filthy or otherwise), an infant would be bathed in a smaller vessel like a basin. There is no reason to believe that the relatively small amount of water needed would not be freshly drawn from the well or mildly heated over the fire in a kettle. There are no known instances of a child being "thrown out" when his bathwater was disposed of.
The expression "Don't throw the baby out with the bath water" is German in origin and can be traced to the fifteenth century satire Narrenbeschwörung by Thomas Murner. For more about this, check out Wolfgang Mieder's article at De Proverbio.
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1. Gies, Frances & Gies, Joseph, Life in a Medieval Village (HarperPerennial, 1991), p. 93.