Is This Episode From Twilight Zone?
I remember a short skit about a man who was out in the cold so he went into some sort of bar to have a drink and keep warm. When he started feeling warm, he jumped out of the window onto the snow to feel cool. Then he went back in because he started feeling cold again. It was kind of an endless loop.
I'd gone through the episode summaries but nothing seems to match. Was wondering if any of you knew!