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Chicago Mayor Rahm Emanuel exits the water during the Chicago Polar Plunge, Sunday, March 2, 2014, in Chicago. Emanuel joined "The Tonight Show" host Jimmy Fallon in the event. (AP Photo/Andrew A. Nelles) ( Jimmy Fallon Polar Plunge )

Kay Golden, of Chicago, wears a Jimmy Fallon mask on the back of her head while waiting for the start of the Chicago Polar Plunge on Sunday, March 2, 2014, in Chicago. Chicago Mayor Rahm Emanuel and "The Tonight Show" host Jimmy Fallon entered the water during the event. (AP Photo/Andrew A. Nelles) ( Jimmy Fallon Polar Plunge )

"The Tonight Show" host Jimmy Fallon exits the water during the Chicago Polar Plunge, Sunday, March 2, 2014, in Chicago. Fallon joined Chicago Mayor Rahm Emanuel in the event. (AP Photo/Andrew A. Nelles) ( Jimmy Fallon Polar Plunge )

CHICAGO, IL - MARCH 02: Jimmy Fallon and Israel Idonije participates in the Chicago Polar Plunge 2014 at North Avenue Beach on March 2, 2014 in Chicago, Illinois. (Photo by Tasos Katopodis/Getty Images) ( 476119689 )

CHICAGO, IL - MARCH 02: Jimmy Fallon participates in the Chicago Polar Plunge 2014 at North Avenue Beach on March 2, 2014 in Chicago, Illinois. (Photo by Tasos Katopodis/Getty Images) ( 476119673 )

epa04106502 Tonight Show host Jimmy Fallon takes the Polar Plunge in Chicago, Illinois, USA, 02 March 2014. The Polar Plunge benefits the Special Olympic Games, which serve thousands of Chicago athletes every year. EPA/KAMIL KRZACZYNSKI ( USA CHICAGO SPECIAL OLIMPICS POLAR PLUNGE )

"The Tonight Show" host Jimmy Fallon, center, exits the water during the Chicago Polar Plunge, Sunday, March 2, 2014, in Chicago. Fallon joined Chicago Mayor Rahm Emanuel in the event. (AP Photo/Andrew A. Nelles) ( Jimmy Fallon Polar Plunge )

CHICAGO, IL - MARCH 02: Jimmy Fallon participates in the Chicago Polar Plunge 2014 at North Avenue Beach on March 2, 2014 in Chicago, Illinois. (Photo by Tasos Katopodis/Getty Images) ( 476119667 )

CHICAGO, IL - MARCH 02: Jimmy Fallon participates in the Chicago Polar Plunge 2014 at North Avenue Beach on March 2, 2014 in Chicago, Illinois. (Photo by Tasos Katopodis/Getty Images) ( 476119649 )

"The Tonight Show" host Jimmy Fallon exits the water during the Chicago Polar Plunge, Sunday, March 2, 2014, in Chicago. Fallon joined Chicago Mayor Rahm Emanuel in the event. (AP Photo/Andrew A. Nelles) ( APTOPIX Jimmy Fallon Polar Plunge )

epa04106503 Tonight Show host Jimmy Fallon takes the Polar Plunge in Chicago, Illinois, USA, 02 March 2014. The Polar Plunge benefits the Special Olympic Games, which serve thousands of Chicago athletes every year. EPA/KAMIL KRZACZYNSKI ( USA CHICAGO SPECIAL OLIMPICS POLAR PLUNGE )

CHICAGO, IL - MARCH 02: Jimmy Fallon participates in the Chicago Polar Plunge 2014 at North Avenue Beach on March 2, 2014 in Chicago, Illinois. (Photo by Tasos Katopodis/Getty Images) ( 476119637 )