Mites

You can use chinchilla bathing sand or children's play sand ( Be sure to sterilize it first, boil or bake it) as a bath. If you can't get a hold of chinchilla sand or children's play sand, you should find that most gardening stores will sell bags of sand. They will usually have sand in areas by bagged materials such as wood chips and soil. If not, then you can purchase some on a online store such as amazon or ebay. 

Mites bugs will eat your hamsters skin and causing them to go bald in the areas the mites are living.

Hamsters have a invisible coat that lays along their fur to protect their skin from bugs and rain. When you bathe your hamster with water, this coat is striped off them, making mites able to infest your hamsters fur and skin.