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Pardon my logic, but when I'm cold, I generally like to wear my leather coat because it warms me up. So wouldn't a leather coat around a hard drive be a bad idea? Prestigio has released their leather clad Data Safe II USB HDD available up to 120GB in size. It is a pretty average external hard drive: bus powered, encryption, passwording, etc. It is available in black and brown leather and would likely make your hard drive burn to a crisp, but at least it will look good doing so.

Product Page [Via EverythingUSB]