Yes research as shown that when you soak in a hot bath the hot bath helps you burn calories.
When you sit in a hot bath your bodies core temperature raises which causes you to burn off fat and calories so overtime you lose weight.
Soaking in a hot bath can burn the same amount of calories as a 30 minute bike ride or 30 minute walk and the hot bath also feels good to your back and other parts of your body.
I noticed when I started soaking in a hot bath I started to lose more weight than before I started taking hot baths so yes hot baths do help you lose some weight.