The Imperial Trans-Antarctic Expedition

In 1914 a team of explorers lead by Ernest Shackleton left Plymouth aboard the vessel Endurance, with the objective of completing the first crossing of Antarctica. While the crew failed to achieve its initial objective, Shackleton successfully led all of his party back to civilization after spending a year and a half trapped in pack ice, then marooned on Elephant Island. The voyage that began as one of the most ambitious exploration programs up to that time remains one of the most remarkable successful failures, and you can read more about it here:
The Imperial Trans-Antarctic Expedition

Shackleton had been to Antarctica twice before, first on the Discovery expedition at the turn of the century, and then three years later on the Nimrod expedition. On that second expedition Shackleton closed to within 100 nautical miles of the south pole, closer than anyone had ever come to either pole in history, but chose to turn back rather than continue to the pole in the face of certain starvation on the way home. His dream to become the first to reach the pole was dashed when Amundsen and Scott planted the first flags at Earth's farthest south in the Antarctic summer of 1911-1912, but the great survivor of British Antarctic exploration sought to reach the pole while crossing the continent two years later. This feat of derring-do would remain unaccomplished until 1958 in part because the Endurance became trapped in surprisingly thick sea ice on her way to the continent's coast.

Unable to continue, Shackleton rationed supplies and elected to winter over on the ice, but when pressure from the pack began to open Endurance's hull to the sea, the need to abandon ship and mission in the interest of preserving the crew became clear. The crew lived for a time off their rations, seals, and penguins, but knew that no rescue party would be coming. When the weather warmed up enough to allow the crew to set sail in three tiny open boats, they proceeded to Elephant Island, a remote speck of real estate off the coast of the Antarctic peninsula. Here the crew was safe for the time being, but Shackleton knew that they'd need to alert the outside world to ever return to the north.

In one of the most epic feats of sailing and navigation the world has ever seen, Shackleton departed Elephant Island for a whaling station on South Georgia with five of his crew in the open boat James Caird. This required an 800-mile trek across the wildest, most unforgiving stretch of ocean in the world aiming for a small island with zero chance of return should the crew miss South Georgia. They were clearly fixin' to get themselves killed, but the voyage of the James Caird successfully notified the world that the Endurance's crew was alive and well. Once the rough seas of the Southern Ocean allowed a rescue ship to approach Elephant Island, every man there was rescued. They may not have done what they set out to do, but this is still one of the most incredible and inspiring stories ever to hail from Earth's southern continent.