a) there are "polar bear" swims and groups all around the globe
b) many of those clubs/groups swim all winter around allthough they may have something like this as a traditional 1/1 swim, almost every (western) country has something like this (although not a 1000 bathers)
c) but there are many more all-year (cold-water) swimmers and ice swimmers who just go their own way, me for example!
I tend to swim at least once a weak if not more often, I aim for 2-3 minutes every time, the water currently 2.5C = 37F, not the kind of howl-and-shriek cold 3s-bath, but a solid swim in quite cold (but not ICE-cold water (although for most 3C is just as ice-cold as 0C, although I find it a hell of a difference; the 6-7C reported for the mentioned swim is _almost_ like "tropical water" for me, hehe). All of Scandinavia and Germany and Russia has many all-year/iceswimmers.
There was a thread on iceswimming just a month ago here. I in fact find it very pleasant, not cold at all, I don't even feel the cold (cold comes later when out of the water), and I am all but FAT. You just (have to) learn how you body reacts to the cold water "shock" and learn how to control this. Then, off you go.
Famous (and as previously discussed here on CFF "infamous") the ice-bathing in Russia where also small children get their "forced" dip in the very cold water.
On youtube there is an amazing video of a (Dutch) guy who managed to swim 56m under the ice, I can barely swim 25m underwater in normal temperatures, this guy swam under solid frozen ice for more than 50m. The video has some background on he manages, but in the end is close to the same thing - total control of your body. For me, cold-water swimming has become a valuable addition to naturism as it allows me to get closer to my body and how it reacts/interacts with nature.
Actually swimming in ice hole is popular hobby here in Finland. Some people do it daily over the winter. Most of them warm after it in sauna but it is not obligatory. They say that it is good for the body.
Actually they organize every winter ice hole swimming championships. There are several series and participants. It is 25 meters swim. Shouol we organize a nudist one too. Will there be enough participants?
Sauna, I would participate as long as I can wear gloves as my hands can not stand the cold for 25 meters. Not really sure that I could either, but I have done it before. There are a few other Finnish naturists that also swim in the winter so maybe there would be enough to organize an event and get some free publicity.