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 Home, gym, or just really cold showers (my personal MO)? 
 Been doing it at home. Literally just ice in the tub.

My shower is retarded in that there's only one dial that controls both pressure and temperature, so in order to get reasonable pressure, the water is at least lukewarm. Literally cannot take a cold shower unless I change my shower.

Plus I think I like the short-duration super-cold impact of icy immersion. 
 I had a phase experimenting with this.  I did in combo with Wim Hof breathwork. It is 💯 a thing that is refreshing and awakening, worthy of the commitment… like a good workout, you’ll never regret it after. The challenge I had was the maintenance. Takes work to clean out the tub, keep pumping ice in, and even getting it cold enough to sustain over time.  I’m planning on breaking out my old trough for the winter season, but my longer term goal is to have a lake I can jump in during the winter months, or if I can bring myself to the capital commitment, buy a legit ice tub. 
 My neighbours fixed this by just having an old freezer in the garden filled with water. Apparently that works because the freezer is under outside circumstances mostly unable to get the water frozen completely so they just used a hammer to destroy some of the ice and then plunged in. It's of course not super clean after weeks of use but it's at least cold enough to ensure the water does not accumulate any bacteria.

I don't know how they did it in winter but i'm sure it could be sort of regulated with a simple timer attached to the power supply.