Currently showing on Discovery channel as I type. Is that guy really wearing shorts and going barefoot in the snow 

Yes he does the whole series barefoot: snow, lava fields, swamps, jungle etc.. Well worth a watch as I learned bits from each one & it's good entertainment. There are several other threads on this but another one cant hurt. You can see all of Series 1 on YouTube, like I did 6 months or so back.
Waiy yill he comes back with a gator for tea....
Blokes name is Dave Canterbury, and he has a youtube account called wilderness outfitters.
I wonder if the barefoot bloke has had his DNA checked. There is a viking gene that lets you deal with the cold better. Might be a question for John Fenna but I know I got it from Survival Weaponery and techniques, and that is the fact that there is a mental aspect to how our bodies react to things like temperture. In the Martial Arts, we condition ourselves to take a certain amount of punishment, and not react the way our bodies want to. There is a blood pressure treatment were they hook you up and teach you how to control you pulse. What I am trying to get at is that like anything you can condition yourself to deal with conditions better.
Thats what John Rambo was trained to do, ignore pain, live off the land and eat things that would make a Billy Goat puke!