Over at New Scientist, a man that can apparently raise his internal body temperature to the point that he can swim in arctic waters:
Normally, shivering is an involuntary response to cold that kicks in once core body temperature drops below 36.6 °C or when skin temperature falls below 28 °C. This is ususally beneficial, as the muscle contractions generate heat, but in cold water it only serves to increase the rate at which the body cools, Noakes says. That's because the increased blood flow transfers more heat from the core to the body's extremities. Somehow Pugh manages to avoid shivering even when his core temperature is below 36.6 °C and his skin temperature is around 5 °C.
As anyone who has ever swum with me knows, my shiver reflex kicks in at anything colder than "warm shower".