Black people bathed openly with White people in Hot Springs, Arkansas (later Hot Springs National Park) before bathhouses were segregated by the early 1880s, after a decade of White and Black people sharing the waters.
As a general rule, the National Park Service decided in the mid-1930s that they would abide by local law and custom in the states. So in Northern states, there were no segregated facilities provided. But in those parts of the country where segregation was enforced, park officials decided that they would accommodate segregation.
References:
- National Park Service. 1929. Circular of General Information Regarding Hot Springs National Park, Arkansas. U.S. Government Printing Office.