The Day of the Epiphany, one of the Feasts, is celebrated by the Russian Orthodox Church, January 19th, as Eastern Christianity clings to the Julian calendar.
The day is generally famous for frost, though a thaw is on now throughout Central Russia, and is forecast to last into weekend in Moscow.
The feast is dedicated to the baptism of Jesus, and follows from its Gospel story. As patristic writings explain, mighty prophet John was baptising the people in the Jordan to fulfil the Law, hallow the water and wash away sins with it to set a salvific example to the human race.
As the Scripture and Church tradition has it, Lord Jesus Christ was baptised at the age of thirty. The sacrament revealed to the world all the three persons of the Holy Trinity - God the Son was baptised while God the Father witnessed it as voice from heaven, and the Holy Spirit came down on Jesus as dove. That is why Eastern Christendom knows the feast as Theophany - the Greek for "manifestation of Deity".
Processions come to lakes and rivers on Russian folk tradition to bless the water, with votive diving in ice-holes.