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In a nature documentary I watched a while ago, there was a scene where a flock of flamingos slept in a lake that froze overnight. Each morning they just had to wait until the lake defrosted sufficiently to release them so they could get on with their day.
How do they not get tissue damage etc doing this?
Birds have a few adaptations and behaviors to keep their legs warm in cold weather:
Blood vessels (veins and arteries) run very close together or are intertwined:
The arteries and veins intertwine in the legs, so heat can be transferred from arteries back to veins before reaching the feet. Such a mechanism is called countercurrent exchange. Gulls can open a shunt between these vessels, turning back the bloodstream above the foot, and constrict the vessels in the foot. This reduces heat loss by more than 90 percent. (Wikipedia)
Birds have specialized scales on their feet and legs which act as an insulator.
Birds often alternately tuck their legs into their body feathers to minimize heat loss. (Audubon)
Other survival mechanisms such as shivering and torpor come into play with extreme cold.
Other sources: Mother Nature Network. I don't have my texts handy, but can highly recommend Manual of Ornithology: Avian Structure and Function by Noble S. Proctor and Patrick J. Lynch.
