When I taught physics labs and we brought in liquid nitrogen for the first time I would do the usual demonstrations- for instance put a banana in it and freeze it hard as glass, freeze rubber tubing and shatter it on the floor, put and inflated balloon in it and watch it shrink- demostrating the relationship between pressure volume and temperature.

I would close the demonstration by taking a rubber eraser and dropping it in the dewar- when the bubbling stopped I would roll up my sleeve while lecturing and plunge my bare hand into the dewar, quickly retrieve the eraser and throw it down to shatter it on the floor. The gasps and yelps from the students were gratifying and they paid close attention while I explained and further demonstrated the Leidenfrost effect.

Your hand, when you first place it in the liquid nitrogen, is so FAR above the boiling point of the liquid that it turns into a gas before it touches your skin- creating a vapor barrier between you and the liquid nitrogen. The gas around your skin is very cold of course, but it is unable to remove a lot of heat from your skin as quickly as the liquid would.

Of COURSE if you hold your hand in the liquid nitrogen for any duration the LN2 will eventually win, removing heat fron your skin faster than your body can replace it- leading to severe injury. The effect is equivalent to putting a white hot poker into a bucket of water- initially there is an explosive boiling, but eventually the water cools the poker.

The most dangerous part of the demonstration is picking up the frozen rubber eraser- in that case the Leidenfrost effect will not protect you if the solid eraser contacts your skin with any duration- the way I picked it up was to scoop it up from the bottom of the liquid nitrogen in my spread fingers - while in the LN2 the vigorous boiling prevents real contact. When I have pulled it from the LN2 I 'hold' it by rolling it and bouncing it in the palm of my hand- exactl like you would hold a red hot glowing ember... I then quickly throw it down.

So you CAN safely run your fingers through SOME cryogens.

A similar effect can be demonstrated by dipping a wet finger into molten lead.... but I have never tried it :)