We studied how the oil on a penguin's feathers and their blubber help keep them warm.  First we put petroleum jelly on our finger and noticed how the water beaded up when we put our finger in it.  This shows how most of the water won't make it to the penguin's skin.  Then we covered our glove hand with crisco to simulate blubber.  We put both hands in ice cold water and wow! The gloved hand was warm even though the water was icy cold!