Last year, in the middle of a particularly cold Chicago winter, I found myself shopping for heavy winter coats. Not for Chicago, where I live — but for Canada, where I was headed in the middle of its significantly chillier winter.

Ignoring all pleas from friends and family that I might freeze and that I should reconsider, I packed my snowsuit and my thermal socks and took off for Montreal and Quebec. It was one of the best vacations of my life, thanks to the many winter-friendly outdoor activities. I logged time in Quebec’s Ice Hotel (the Hotel de Glace), I gorged on Maple Syrup Snow Candy and I loved every freezing minute of Montreal’s Snow Festival (Fête des Neiges Montreal).

Rather than jetting off to warmer climates this winter, try tackling a cold-weather vacay. Many destinations highlight their chilly climates with super cool (pun intended) experiences. Plus, you’ll save money by going offseason.

Here are events and activities connected to some exceptional cold-weather locales.

Winterskol in Aspen

This weekend, Aspen, Colo., toasts winter with four days of activities celebrating the eclectic outdoors. There’s a dog fashion show (not sure how this relates to the outdoors, but it’s a highlight of Winterskol), a soup cook-off (essential for staying warm when you’re outside for four days), a snow sculpture challenge, a fat-bike race through the snow and a bonfire. This is Aspen’s longest-running winter event, dating back to the time when the area was a new ski resort town, and there weren’t even enough people to keep the ski lifts open. The winter festival was a marketing tool to get people to visit. Today, they don’t need to convince anyone, but Winterskol became so popular that it’s become a tradition, so folks who don’t live nearby might want to put it on next year’s calendar.

Dates: Jan. 9 to 12

Saint Paul Winter Carnival

It’s been bringing more than 250,000 visitors to Minnesota in the dead of winter since 1886, and that’s a big feat, considering Minnesota is frigid and covered in snow this time of year. The Winter Carnival is a massive family-friendly event, with ice palaces, a snow maze, a snow-sculpting contest, sledding, an ice sculpture garden, an ice bar, parades and more. It’s essentially a celebration of everything cold. It’s outdoors, though, so BYO layers to keep warm.

Dates: Jan. 23 to Feb. 2

Polar Bear Plunge

Head to the beach in January in Chicago for the annual Polar Bear Plunge, where you’ll strip down to a bathing suit or costume (many dress up to show how truly crazy they are), and you’ll run screaming into the often frozen, slushy water of Lake Michigan. Money raised will go to charity. When you’re done with the plunge, head directly to the Chicago Winter Whiskey Tasting Festival, which is (not so) coincidentally scheduled for the same day as the plunge.

Date: Jan. 25

Fur Rendezvous in Alaska

This is big-time. Get out your warmest gear ever. Known locally as Fur Rondy, this event will celebrate its 85th birthday this year. There’s a plethora of creative events, including a fur auction, a blanket toss (this challenging activity, where people are tossed in the air from blankets, is an adaptation of an Alaska Native hunting tradition), sled dog races through the streets of Anchorage, running of the reindeer, cornhole tournaments, ice cream and root beer chugging contest (remember, it’s absolutely freezing) and a frostbite footrace (easy to do).

Dates: Feb. 28 to March 8

More info: Furrondy.net

Frozen Dead Guy Days

Now here’s something you won’t find anywhere else. In Nederland, Colo., pay your respects to Grandpa Bredo Morstoel, a man frozen in a storage shed on dry ice above Nederland. It may make little sense, but that’s no reason not to celebrate. And they do — with three days of coffin racing, frozen T-shirt contests, ice turkey bowling, a coffin parade, a human foosball game, a Newly Dead game (find out how well you know your partner with questions such as “buried or cremated?”), a brain freeze contest (it’s a race to see who can drink the most frozen slushies) and a polar bear costume plunge.

Dates: March 13 to 15

Snow maze in Manitoba

For anyone who has ever wanted to feel like they’re actually inside Stephen King’s “The Shining,” head to Manitoba, Canada, where they built the world’s largest snow maze last year as confirmed by Guinness World Records (that one melted, but a new one is in the works). A Maze In Corn (yes, that’s its real name, though it’s not quite accurate) is located on a farm in Saint Adolphe, Manitoba, where they host a corn maze and fall activities earlier in the year. The snow maze took six weeks and 300 truckloads of snow to build last year, and they plan on replicating it this year. Don’t worry about freezing to death and ending up like Jack Torrance — there are fire pits throughout this maze to keep you alive. While you’re in Manitoba, you can also go dog sledding, take a winter safari to see polar bears and go skiing.

Dates: Ongoing into March, weather permitting

More info: Cornmaze.ca

New England dog sledding

Want to be a musher sans the work (and have an apres mushing session when you’re done)? Head to Bethel, Maine, where regular people can hop onto a sled pulled by Alaskan Husky sled dogs. Take a one-hour ride into a private trail system or up to three hours in the White Mountain National Forest trail systems via New England Dogsledding. If you really love dog sledding, you can sign up for a three-day “Learn to Mush” class, where you’ll get to drive your own team of dogs.

Dates: Ongoing throughout the winter

Braff is a writer based in Chicago. Find her on Twitter: @daniellebraff.