Ice swimming is becoming a popular activity in cold Russia during the winter months when the country’s thousands of lakes freeze over and are covered with a thick layer of ice.Cutting a hole in the ice on a frozen lake and swimming in the freezing water sounds mad, but more and more Russians go ice swimming in the winter. Pictured: January 19,2011.St.Petersburg,Russia. Fans of ice swimming are heading back to their parked cars after swimming in Neva river.