Abu Dawud Book 1, Hadith Number 219.

Chapter : Desireablity of performing ablution after intercourse if one desires to repeat it.

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.