Penguins

Penguins have a thick layer of insulating feathers that keeps them warm in water (heat loss in water is much greater than in air). The Emperor Penguin (the largest penguin) has the largest body mass of all penguins, which further reduces relative surface area and heat loss. They also are able to control blood flow to their extremities, reducing the amount of blood that gets cold, but still keeping the extremities from freezing. In the extreme cold of the Antarctic winter, the females are at sea fishing for food leaving the males to brave the weather by themselves. They often huddle together to keep warm and rotate positions to make sure that each penguin gets a turn in the center of the heat pack.
They can drink salt water because their supraorbital gland filters excess salt from the bloodstream. The salt is excreted in a concentrated fluid from the nasal passages.
The Auk of the Northern Hemisphere is superficially similar to penguins. They are not related to the penguins at all, but considered by some to be a product of moderate convergent evolution.