Absolute Zero, it's the theoretical point where there is absolutely zero heat, and a bunch of other crazy shit. It's never actually been reached before, though.
There is this, too: http://en.wikipedia.org/wiki/Absolute_hot
So there may
be a limit to heat. Not that it matters though. Life's not always intuitive. Things that are actually true may strike you as odd all time. Life just doesn't conform to what you think, it's just badass like that.