Teddy Roosevelt was not the first President of the United States to skinny dip in the Potomac River. John Quincy Adams would rise early in the morning and strip off at the shore and plunge into the river. I have never read that Adams did this in the winter months–it is recorded that the ever-charged Roosevelt did so regardless of the temperature. BULLY!
At about 1903 comes a great story of the skinny dipping President Roosevelt, and his most trusted confident who also was first Chief of the United States Forest Service, Gifford Pinchot.
Both Roosevelt and Pinchot had been out for a strenuous outing with the French Ambassador when they all found themselves at the shore of the Potomac. Without missing a beat both Roosevelt and Pinchot stripped and dove into the water.
The ambassador hesitated on the shore before taking his clothes off, leaving him naked but for his gloves.
“Why do you wear the gloves?” Roosevelt asked the ambassador as he swam towards them.
“We might meet ladies” was the reply.
From The Big Burn by Timothy Eagan