Back when Gustav Marx was jumping into icy Lake Michigan, newspaper articles called him and his friends polar bears, but in lowercase letters. That was 1916, several years before the Polar Bear Club of Milwaukee would be established enough to merit capital letters. Marx's grandson, Steve Lister, recently came into possession of a photo album that his grandfather had titled: "Pictures of winter swimming, season 1916-17 at McKinley Beach." It's evidence that people of that era were perfectly capable of putting good sense aside and plunging into numbing water as a lark.The men are wearing shoes, even now a wise...