During the Frost Fair on the frozen River Thames of 1814, London's printmakers took advantage of the widespread enthusiasm and excitement generated by producing souvenir prints to commemorate the spectacular event. Reports vary, but anywhere between eight and a dozen printers set up their presses on the ice, printing images and poems for punters there and then. One of these enterprising printmakers was George Davis, who published a short book, 'Frostiana; or A History of the River Thames In a Frozen State', which was actually printed on the frozen Thames.

Bookseller and printer Thomas Tegg, usually based at 111 Cheapside, also took to the ice, producing this print entitled 'Gambols on the River Thames' on the third day of the fair, drawn by the noted caricaturist George Cruikshank. It depicts a range of activities including bowling, dancing, printing and lots of drinking, as several of London's pubs appear to have set up large tents, with one sign advertising "Gin and Gingerbread Sold here Wholesale". A crowd of well-dressed people appear to be observing the merrymaking below from the bridge.

The River Thames has been known to freeze over on several occasions, especially during the "Little Ice Age" of the sixteenth to nineteenth centuries, upon which the inhabitants of London took to the solid ice for business and pleasure. The most important of these "Frost Fairs" occurred in 695, 1608, 1683-4, 1716, 1739–40, 1789, and 1814. In 1684, during the Great Freeze of 1683-4, which was the longest in London's history and during which the ice reached depths of around 28cm, the diarist John Evelyn recorded the attractions of the Frost Fair:

"Streetes of Boothes were set upon the Thames... all sorts of Trades and shops furnished, & full of Commodities... Coaches plied from Westminster to the Temple, and from several other stairs too and fro, as in the streets, sleds, sliding with skates, bull-baiting, horse and coach races, puppet plays and interludes, cooks, tippling and other lewd places, so that it seemed to be a bacchanalian triumph, or a carnival on water".

The last Frost Fair took place between Blackfriars Bridge and London Bridge for four days at the beginning of February 1814. There was feasting, drinking, and activities such as nine-pin bowling, dancing, and swings. One of the highlights included an elephant being led across the river! On February the 5th, the fair ended when the ice began to break up, tragically resulting in several deaths. Since then, on account of the milder climate, the replacement of the Old London Bridge with a new one with wider arches, and the incremental embankment of the river, the Thames has not frozen over so completely as to allow another fair to take place upon it.