We investigate the thermodynamical features of two Lorentzian signature backgrounds that arise in string theory as exact CFTs and possess more than two disconnected asymptotic regions: the 2-d charged black hole and the Nappi-Witten cosmological model. We find multiple smooth disconnected Euclidean versions of the charged black hole background. They are characterized by different temperatures and electro-chemical potentials. We find that there is no straightforward analog of the Hartle-Hawking state that would express these thermodynamical features. We also obtain multiple Euclidean versions of the Nappi-Witten cosmological model and study their singularity structure. It suggests to associate a non-isotropic temperature with this background.