This from: http://wiki.answers.com/Q/Can_you_give_your_pet_rabbit_a_bath Healthy rabbits bathe themselves, although you should brush them regularly so that they don't consume a lot of fur (fur balls can be deadly for rabbits). If your rabbit needs a bath, something is wrong!  Bathing a bunny can be dangerous. Risks include: You can upset and stress her, causing her to panic and injure herself or go into shock.
Soaps and shampoos can irritate her skin, leading to infection.
Water in the ears can lead to infection.
The fur will take a long time to dry, which could lead to hypothermia in cold/windy weather.
You can burn her skin with a hair dryer. Some rabbits are fine with baths, but others can die hours after a first bath because it's so traumatic for them.