As a naturopathic doctor, I am quite familiar with 'hydrotherapy' as we call it. I have never asked a patient to stand under a waterfall, or dunk themselves in an icy cold river, but I often prescribe different hydrotherapy treatments for a variety of ailments. These treatments invariably involve the application of hot and cold water to different parts of the body. The main objective in all of this is to increase circulation to whatever area you are treating. Switching back and forth between hot and cold water has this effect, as hot water applied to the skin dilates the surface blood vessels and brings blood to the skin, whereas a brief cold application constricts the vessels and drives blood deeper, or away from the area. There are numerous treatments for things like sinusitis, headaches, swelling/injuries, bronchitis etc. One treatment in particular, called a constitutional hydrotherapy treatment is extremely powerful and very helpful in treating more serious chronic disease, as well as for general detoxification (misogi) and general health maintenance. I actually end every shower with a cold 30 second rinse. Again, as you have been in hot water the whole time before that, there is a lot of blood at the surface of your body, ending in cold helps drive the blood back into your core and is especially helpful if it is cold outside because of this. You would think that ending in cold would make you cold once you get out of the shower, but you actually warm up much more quickly. If anyone wants to learn more about specific treatments, I wrote an article on hydrotherapy once a while back. You can find it at www.mercola.com
Just type hydrotherapy in the search engine on the the home page. Sorry so long-winded.