Shiraito-no-taki is one of my favorite waterfalls in Kumamoto. I never imagined jumping into that water in the winter, though.
“The Chitoryu school of karate, based in Kumamoto City and run by possible real-life Dragon Ball Z hero Ryuichi Nakamura, takes a pilgrimage to Shiraito Falls in Kumamoto Prefecture every winter to practice kata while half submerged in the icy waters that can dip to near-0 (Celsius) and half exposed to below-freezing open air.”
The following page has information about the location (a Google map is near the bottom of the page):
http://www.pref.kumamoto.jp/site/heiseimeisui/shiraitonotaki.html