Some practitioners of meditation, in particular Tummo, claim that they can change their body temperature which allows them to withstand extreme cold:

http://www.news.harvard.edu/gazette/2002/04.18/09-tummo.html

The world record holder for ice immersion (1 hour, 44 minutes) is Wim Hof who describes himself as a Tummo master.

http://en.wikipedia.org/wiki/Wim_Hof