Penguins living in Antarctica have a special skill. Near their feet, the arteries and veins are very close together, even intertwining with each other.
As the warm blood from the arteries flows towards the penguins' feet, the heat transfers from the arteries to the veins. After this blood delivers oxygen to the feet, it becomes cooler. At this point, it absorbs some heat from the next batch of arterial blood.
The heat from the penguins' arterial blood always transfers to the cold venous blood, so the temperature of the blood reaching the soles of the feet drops, and the blood returning to the heart doesn't get too cold either.
Many warm-blooded animals living in cold environments like the polar regions and deep sea have this phenomenon at the extremities of their limbs.
This contains a hint of an anti-freeze trick.