Yes you can
Many of them actually enjoy it. Spike, he loves it! I have sit right next to the tub because it is so calming for him that he falls asleep and does that whole dropping of the head as he gets ore and more relaxed.
Just be sure that the water isn't too deep or too cold/hot. I always put a couple inches (this would depend on the size of yours of course), and test it kinda like you do milk in a bottle - with the inner side of my wrist.
This also helps their shedding process.