I have written before about how Vitamin D supplements are not an adequate substitute for sunlight. Following up on this, I have found a few things related to "thermal therapy". Usually this is done with infrared saunas, which mimic and strengthen certain aspects of sunlight.
There have been a number of studies on this subject showing possible benefit. This study shows how thermal thrapy improves peripheral artery disease. This study shows how it helps those with chronic heart failure. In fact, the group using thermal therapy in this study had about a 50% less risk of death.
Overall, the evidence is not yet conclusive. Give it time and I think it will be. Until then, I will stick with sunlight and heat over supplements.