Yes, there are records and experiences of individuals taking ice baths in very cold locations, including igloos and frozen natural bodies of water. Here are some notable references:

1. Ice Bath in Sweden: At the Lapland Guesthouse in Swedish Lapland, guests can partake in ice bathing in a hole cut in the ice of the nearby Lainio River during winter. This is a common practice in that region. Read more here.
2. Arctic SnowHotel: Guests in Rovaniemi, Lapland, Finland, can stay at an ice hotel where temperatures remain between 0°C and -5°C. While not specifically an ice bath experience, the environment reflects the extreme cold where similar activities can be done. Learn more about it here.
3. YouTube Experiences: There are personal accounts and videos documenting the experience of ice plunges in Finland, often combined with sauna culture as a form of cold therapy. You can find examples on YouTube that illustrate this cold exposure practice. See a related video here.
4. Personal Discussions: Platforms like Reddit and Facebook have discussions where individuals share their personal experiences and seek recommendations for ice bathing in regions like Rovaniemi, where cold exposure is a popular practice. Check out a Reddit thread about ice baths here.
5. DIY Ice Bath: On Instagram, users share their DIY projects for creating ice swimming holes, indicating a trend of ice bathing in very cold climates is becoming popular. View a related post here.

These examples highlight the cultural practices and personal experiences related to ice bathing in extreme cold conditions