Penguins have several adaptations that help them stay warm in cold climates. They have a layer of insulating feathers that trap air close to their bodies, providing a barrier against the cold. Additionally, penguins have a thick layer of blubber beneath their skin, which acts as an extra layer of insulation. Penguins also have a counter-current heat exchange system in their blood vessels, which helps prevent heat loss through their flippers and legs. Finally, penguins huddle together in large groups to share body heat, especially during extreme cold weather.