It's perfectly possible so long as you can get out and stay in deep enough water but there's a reason TV and films only show the person walking into the water and then flashforward to the body being washed up on the shore. The inbetween bit they skip is agonisingly long and drawn out.
Having said that, I've often considered it by taking something like diazepam and then jumping in very cold water wearing a rucksack filled with heavy rocks in the hopes that cold water shock will help me along.