Emperor penguins keep warm with thick layers of feathers and body fat. Everyone was told that by Morgan Freeman ages ago. Except, new thermal images show huge parts of the penguins' bodies are actually colder than the subzero air around them.
Apparently it's due to radiative cooling, which is essentially the sky sucking heat out of the earth or your body on a clear night. In penguins, that heat is being drawn from their thick plumage. This means, basically, to stay warm at night, penguins walk around wearing coats that are colder (by 4-6C) than the freezing cold air around them. Their actual bodies maintain a temperature of about 39C -- their coats radiating heat actually protects them.
An expert at Indiana State University has suggested that the temperatures found on the surface of the penguins not be quite as cold as they appear, but don't let that take away from the image of adorable penguins walking around with adorably freezing down coats.