Why the Swim Isn't the Hard Part New Year's Day plunges happen all over the USA. The Coney Island Polar Bear Club has run its January 1 swim since 1903, drawing thousands to the Atlantic in Brooklyn. Chicago's Polar Plunge fills the lakefront every year. Smaller towns run their own versions at lakes, rivers, and beaches from Maine to Washington. Here's what nobody tells first-timers. The water...