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30 January 2015 Last updated at 11:48 GMT
But visitors to Niagara Falls in North America got a shock when they saw adventurer Will Gadd climbing UP a frozen section.
Niagara Falls is actually a collection of three waterfalls - he made it up an icy part of Horseshoe Falls, the biggest one.
Will said: "I've been ice climbing for 30 years now and this is the coolest thing I've ever done."
Watch Hayley's clip to see Will in action.

The women, who famously appeared semi-nude in a charity calendar that inspired a hit film, joined Camilla at Buckingham Palace.
They were joined by thousands of Women's Institute (WI) members, at least one from every branch.
The duchess is a member of the Tetbury WI near her Highgrove home.
She was joined at the party by three other royals, the Countess of Wessex, the Duchess of Gloucester and the Queen's cousin Princess Alexandra.
Members of the Rylstone and District WI in North Yorkshire created the infamous calendar in 1999 to raise money after one of their husbands - John Baker - was diagnosed with non-Hodgkin lymphoma and later died from the illness.
Their story was immortalised in the hit movie Calendar Girls starring Helen Mirren and Julie Walters, and now Take That front man Gary Barlow is working on a musical based on their experiences.
Mr Baker's widow Angela, 69, who has since remarried, was one of six of the original Calendar Girls invited to the palace. She was played by Julie Walters in the film, and was the piano-playing Miss February in the calendar.
They all wore their trademark black dresses, string of pearls and a single sunflower - a flower Mr Baker grew before he died.
"It's just brilliant to be here with these ladies, all these fantastic WI ladies," she said.
"When we first did the calendar it was a big thing for me to do, John had just died and we were doing it in his memory and we've raised millions for (the charity) Leukaemia and Lymphoma Research.
"We never thought we would sell so many copies of the calendar, we don't mind people having copied us, but we were the first."
The WI was formed in 1915, a year in to World War One, to rejuvenate rural communities and encourage women to become more involved in producing food to help combat German naval blockades.
It was inspired by an idea from Canada and was first founded in the Anglesey village of Llanfairpwllgwyngyll - famous for having Britain's longest place name.

The 66-year-old was placed in interim charge of the R's after Chris Ramsey was sacked on 4 November.
He oversaw the 0-0 draw with Preston on 7 November and has brought in Kevin Blackwell to assist him at Loftus Road.
Warnock, who was boss of QPR from March 2010 to January 2012, returned to the Championship club in an advisory role in October.
QPR's next two matches are at Middlesbrough on Friday and home to Leeds next Saturday, suggesting an appointment before their trip to Reading on Thursday, 3 December.
Former Leicester boss Nigel Pearson has been linked with a move to west London, while Burton Albion say they have not received an approach from the R's to speak to manager Jimmy Floyd Hasselbaink.
Under Warnock's leadership, QPR were promoted to the Premier League in 2011 as winners of the Championship, but he was sacked the following January with the club 17th in the top flight.
He had been out of management since being dismissed by Crystal Palace in December 2014, after four months in charge.
After joining QPR in an advisory capacity to Ramsey in October, Warnock said "full-time management doesn't interest me any more".
Rangers are 13th in the Championship table, eight points off the play-off places.
When you think of waterfalls, you tend to picture stuff going down...
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The WI's Calendar Girls have met the Duchess of Cornwall as she hosted a garden party to celebrate the institution's centenary year.
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Neil Warnock expects to be in charge of Queens Park Rangers for two more games, BBC Radio London reports.