What is the word for a person who through training becomes, or just naturally is, resistant to high or low temperatures? For example, the people who are able to meditate naked on an iceberg or something.
According to Wikipedia it depends on why the person has resistance.
If the person keeps it's body temperature within acceptable boundaries despite external temperatures, the person is thermoregulatory.
If the person
simply adopts the surrounding temperature as its own body temperature
it is thermoconforming.
In your example, with meditating on an iceberg, I would guess the person is thermoregulatory, as (s)he keeps his/her temperature within certain boundaries despite the environmental temperatures.
The word for people who can withstand very high temperatures is "a salamander".
1. a. A lizard-like animal supposed to live in, or to be able to endure, fire. Now only allusive.
1340 Ayenbite (1866) 167 Þe salamandre þet leueþ ine þe uere. [=The salamander that lives in [the] fire.]
1864 C. Kingsley Roman & Teuton iv. 131 That he will henceforth [in the isle of Volcano] follow the example of a salamander, which always lives in fire.
2. transferred and figurative applied to persons, etc. with reference to sense 1a.
a. gen. 1600 S. Nicholson Acolastus his After-witte sig. F4 I sate too hot, yet still I did desire, To liue a Salamander in the fire.
1888 F. Hume Madame Midas i. iv. 33 Madame Midas..was a perfect salamander for heat.
NB It is not "... how do you call them?", it is "... what do you call them?"
The nature of being capable of surviving under extreme environmental conditions or temperatures:
temperature adaptability or body temperature regulatability (Sounds like an abnormally formalized scientific phrase).
These are probably my very personal neologisms but are likely to be neologically acceptable and grammatically correct (I assume). (:
A somewhat hyperbolic term for a person like this would be to call them an extremophile. Extremophiles are organisms (typically microorganisms) that can survive or thrive in conditions that are normally inhospitable to humans, whether that's in environments of extreme heat/cold/pressure, in a vacuum, or in a chemical environment that would be lethal to humans.
This term typically describes non-human organisms, although one could hyperbolically apply the term to a human who is comfortable in extreme conditions. If the person does actually display a superhuman environmental fortitude, like surviving without clothes or shelter for a long duration in a freezing environment, the term becomes even more appropriate.