It is a common practice for Orthodox to bless water not only in church on Theophany, but to go to their nearest local body of water or even well and bless those waters also. The blessing is normally done twice: once on the Eve of the Feast — usually at a Baptismal font inside the church — and then again on the day of the feast, outdoors at a body of water. Following the Divine Liturgy, the clergy and people go in a Crucession (procession with the Cross) to the nearest body of water, be it a beach, harbor, quay, river, lake, swimming pool, water depot, etc. (ideally, it should be a body of "living water"). At the end of the ceremony the priest will bless the waters. In the Greek practice, he does this by casting a cross into the water. If swimming is feasible on the spot, any number of volunteers may try to recover the cross. The person who gets the cross first swims back and returns it to the priest, who then delivers a special blessing to the swimmer and their household. Certain such ceremonies have achieved particular prominence, such as the one held annually at Tarpon Springs, Florida. In Russia, where the winters are severe, a hole will be cut into the ice so that the waters may be blessed. In such conditions, the cross is not cast into the water, but is held securely by the priest and dipped three times into the water. The water that is blessed on this day is known as "Theophany Water" and is taken home by the faithful, and used with prayer as a blessing. People will not only bless themselves and their homes by sprinkling with Theophany Water, but will also drink it. The Orthodox Church teaches that Theophany Water differs from regular holy water in that with Theophany Water, the very nature of the water is changed and becomes incorrupt, a miracle attested to as early as St. John Chrysostom (Homily on Christian Baptism in P.G., XLIX, 363).
Most of these articles are in Greek, but are accompanied with pictures.
Theophany in the United States, Canada and Australia
Theophany in Tarpon Springs, Florida (16-year-old finds Cross in less than 20 seconds) and here and a very good amateur documentary here
Theophany in Zakynthos (with a video of the ceremony and where the waters seemed too rough for a Cross throwing)
Theophany in Cyprus (with Archbishop Chrysostom at the waters of Agia Napa)
Theophany at the Phanar in Constantinople and the Cross throwing in the Golden Horn (which was banned by the Turks for many years but restored into pratice 8 years ago)...more here
Theophany in Peraias, Athens (Greece) with Archbishop Hieronymos
Theophany in Harare, Zimbabwe (Greek school children dived in a pool)
Theophany in Nafplio, Greece
Theophany in Kavala, Greece
Theophany in Northern Epirus (in the waters of the Holy Forty where 44 men drowned in 1946, with a sermon delivered in Greek and Albanian)
Theophany in Trikala, Greece (where a mother of 6 children retrieved the Cross)
Theophany in Alexandria, Egypt (where Patriarch Theodoros is the only Patriarch that has been able to convince the Egyptian government to allow for the Cross throwing ceremony to take place in public for the past five years)
Theophany in Evros, Greece (at Lake Didimytikhon)
Theophany in Austria (which in the 300 year history of Orthodoxy in Austria, the Cross throwing ceremony has taken place for the past 4 years in a row in the waters of the Danube in Vienna)
Theophany in Ghana, West Africa (in the village of Breman and in the waters of Ayesu, with many children taking part)
Theophany in Tenedo and Smyrna (This ceremony was last celebrated on the island of Tenedo in 1923 prior to the Greek-Turkish population exchange. The Cross was retrieved by a doctor who came in an inflated boat from Athens.)
Theophany in Italy (where the Cross throwing ceremony took place in Venice, Milan, Rome, Florence, Brindisi [where the Metropolitan served] and Trieste)
Theophany in Tirana, Albania (where a 16 year old girl retrieved the Cross ahead of a dozen boys, and she is the first reported girl to take part in the ceremony in Albania)
Theophany in Munich (where the Cross throwing ceremony was celebrated by Metropolitan Augustine of Germany for the first time in Bavarian history and received wide media coverage)
Theophany in Hong Kong (where both Old Calendar Christmas and New Calendar Theophany were celebrated on the same day)