Abu Dawud
Purification (Kitab Al-Taharah)
Book Number: 001 / Hadith Number: 219
Narated By Abu Rafi' : One day the Prophet (pbuh) had intercourse with all his wives. He took a bath after each intercourse. I asked him: Apostle of Allah, why don't you make it a single bath? He replied: This is more purifying, better and cleaning.