I have heard, and seen in TV, that many gurus do meditation in the Himalayas, without wearing any garments.
An example is Tummo which is a meditation method from Tibetan Buddhism.
It's been claimed that Tummo is:
a form of Tibetan Buddhist yoga that preserves body temperatures through excessive production of internal heat despite the body’s exposure to extremely cold mountain climates.
Image, via Wikipedia, is from Spain, but demonstrates the claim.
Now I cannot understand, how do they manage to do this when the temperature is below freezing. If you ask them they would speak about spiritualism. But scientifically is it possible? Do they survive because they know some unknown trick or technique which helps them keep warm?