Penguins have several adaptations that help them stay warm in cold climates. They have a thick layer of feathers that traps air close to their bodies, providing insulation. Additionally, penguins have a layer of fat under their skin that helps to keep them warm. They also have a countercurrent heat exchange system in their blood vessels, where warm blood flowing from the heart is cooled by cold blood returning from the extremities, helping to retain body heat. Finally, penguins often huddle together in large groups to share body heat and stay warm.