Freezing Balls off Brass Monkeys
A British men's underwear company, Brass Monkeys, makes the popular claim that the term dates back to the British navy. Sailors were said to store cannonballs on brass platforms called "monkeys"; in cold weather, the brass would contract or break and the cannonballs would roll away free.
But websites dedicated to etymology dismiss this as poppycock. There is no historical reference to a "brass monkey" in any navy history, say the word police (although the boys who carried charges from the magazine to the guns were called "powder monkeys").