Taking a cold shower, or sticking your head under cold water is sometimes recommended to people to interrupt suicidal thoughts. It triggers the fight or flight response in your brain, as well as the survival instinct. It can be just enough to, at least momentarily, jerk yourself out of those thoughts in a crisis.
Personally I can't use this due to a trigger issue, but it has worked in the past for my SO. She has stated it made her feel really mad, which was enough to counteract the depression long enough to avoid hurting herself.
Thanks for sharing this.