(REUTERS) - Lady Gaga and Vince Vaughn plunged into an icy Lake Michigan on Sunday with more than 4,500 others to raise approximately US$1.1 million (S$1.5 million) for the Special Olympics.

Gaga and her fiance, Chicago Fire star Taylor Kinney, took the dip together, and emerged with faces of shock during Chicago's annual Polar Plunge event.

Organisers say Gaga's appearance surprised them - they didn't know she would be there until just before the plunge.