"I stick my hand (momentarily) directly into liquid nitrogen but don't suffer any injuries due to the Leidenfrost effect.

The Leidenfrost effect is the formation of a gas barrier between a hot surface and a boiling liquid if the temperature difference is great enough. This gas barrier greatly slows the heat transfer between the two and allows the liquid to last longer and consequently the hot surface to remain hot longer. This effect can be seen in a frying pan as it's being heated. At first the water quickly boils as it's dropped in but at a hot enough temperature the Leidenfrost effect takes over and makes the water skate around the surface lasting a very long time.

Liquid nitrogen vs. a room temperature object will also exhibit the effect preventing it from instantly freezing the object... such as my hand."