In this paper it is hypothesised that physical coldness triggers a need for psychological warmth, which in turn leads to a preference for the genre of romance movies. Moving from research on the influence of bodily feelings on consumers' judgment (Greifeneder et al. 2011; Schwarz and Clore 2007), embodied cognition (Barsalou 2008) and the physical grounding of emotions and abstract concepts (Lakoff and Johnson 1980), the authors describe four experiments providing evidence consistent with their initial hypothesis. Finally, they discuss the analysis of a data set of rental records from an online movie rental company operating in the United States, in the time span from August 2002 to May 2005: the results highlight a negative relationship between weather temperature and demand for romance movies.