Something's been bothering me about humidity. When it's more humid it feels hotter, so a humid summer's day will feel a few degrees warmer than if it's dry. This is because we judge temperature by the rate at which our bodies lose heat, and since they lose heat by evaporation, they lose heat more slowly when there is more humidity.
So how come cold damp days feel much colder than cold dry days? Isn't the humidity going to make us lose heat more slowly and make us feel warmer at this temperature too? The answer is clearly no.
It probably has something to do with clothes. I guess what happens on a cold, damp day is that the cold damp air hits our clothes, which are going to be closer to ambient temperature on the outside and closer to body temperature on the inside. The clothes are going to be busy heating up all that air, and because it's humid, that's going to take more energy, so you're going to lose heat. Or something like that.
I'm not sure if that makes any sense, but perhaps higher humidity makes you feel warmer if you're naked.
Taking your clothes off when it's cold and humid may not necessarily be the answer. However, this was a habit of the indigenous peoples of Patagonia, where there are sub-arctic rain forests of high humidity and low temperature. Apparently when the Christians came along, they encouraged them to wear clothes. The result was mass outbreaks of pneumonia and decimation of the population. It's not clear to what extent this was due to the clothes or due to the germs of the Europeans, which were probably responsible for most of the 90% drop in population of the Americas upon the arrival of Columbus.
Neither am I any less confused about the relationship between humidity and apparent temperature when it's cold.