No, this is not a usual event. The Black Swans are from Australia and being a southern hemisphere swan, it is very unlikely that it migrated to your area. It probably is an escapee from someone's private collection. It will not do very well in extreme cold weather. You might ask around to see if someone can attempt a rescue and get the swan into a wildlife rehabilitation center or zoo to give it a good home so that it can survive the winter. The Regal Swan
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