What keeps penguin's feet from freezing?
Penguins' feet don't freeze because of the blood circulating in them.
The circulatory system of a penguin's legs and feet has evolved to lose as little heat as possible, while keeping the penguin's feet just above freezing. One way a penguin's feet hold onto heat is by restricting the flow of blood in really cold weather. Actually, humans can do this too. That's why your hands turn whiter in cold weather, there's less blood in them.
Also, the tops of penguins' legs work like a kind of natural heat-exchanger, cooling the blood from their bodies on the way to their feet, and heating the blood as it returns to their bodies. The arteries and veins here become very fine and interwoven. That way the feet only get pre-cooled blood, so there's less heat to lose.