Not cold enough yet? The Polar Plunge returns Published Jan. 28, 2014 For some people, this weather isn't cold. Cold is running into a freezing body of water - maybe wearing a costume, maybe wearing just a swimsuit - submerging themselves in completely and then racing back out again with a brand new layer of icicles. Some might call that insanity. For the past 15 years, however, Special Olympics Wisconsin has called it the Polar Plunge.