Since the topic of books came up in a comment below - and in honour of Christmas - I thought I'd share this link to the National Geographic Adventure Extreme Classics:
The 100 Greatest Adventure Books of All Time. Now that the magazine is defunct, I'm not sure what will happen to this list, so I'm going to print it. I've read a bunch of books they recommend, and the rest of the list is going to take me years to get through - and I look forward to it.
Their #1 choice is The Worst Journey in The World by Apsley Cherry-Garrard, a member of Scott's Antarctic expedition in 1910. I read this book last year. There is nothing more boring than the dry historical journals of some explorers (at least to me), but I love it when a writer from the past is able to spin a tale of incredible adventure, bringing me flashes of recognition and understanding based on my own experiences in the outdoors. It's cool to see that people back then were people just like us - not heroic caricatures. History comes alive when you can empathize with what someone felt a century ago - chilly toes on a winter trek, a stove that won't light, a tentmate's smelly socks or a damp sleeping bag. This book is very, very long, but it takes you into a frigid, windy world with no Goretex, wicking fabrics or outside communications. In the midst of the Antarctic winter, these very British adventurers gave scientific lectures after dinner for entertainment, cared for their horses and went on longer, tougher treks than most adventure racers would ever dream of doing.
Another well-written historical adventure book is "Scrambles Amongst the Alps" (1871) by Edward Whymper, the first person to climb the Matterhorn.