Does a cold shower really burn calories?

Yes it does! A shower at 60 F (16 C) burns 75 calories in 5 minutes*. Initially that doesn't seem like much, but lets put it another way: That is 900 calories in one hour!

* Based on the flow of an average shower head, approx. 5 gallons per minute. Modern low flow shower heads use roughly half of that.

However being in a cold shower like that for 60 minutes will likely give you pneumonia and could even kill you since pneumonia can be deadly if your immune system is weak. So my official advice is that you limit your cold showers to 25 minutes or less.

Source: http://www.cardiotrek.ca/2013/01/cold-showers-burn-calories.html

I always had a problem with this one and the stupid cold glass of water.

Yes your body has to heat itself back up, but here's the problem as I see it. Every second of every day your body is losing heat through your skin. It radiates off your body and is gone forever. If you swallow an ice cube, you lose a little less heat to the environment until it melts and warms up, but the fire never gets higher. If you're freezing then you lose significantly less heat through your skin, or maybe even absorb some.

And there's another problem. If you're going to count a few calories burned from heating the ice water, do you subtract the calories that your body absorbs from your cup of coffee? How about when it's 100 degrees outside and you're absorbing calories like crazy?

I'm convinced!