A continental polar air mass is an air mass that is both cold and dry. The reason for this is that the source of the air mass is a continental region.
An example of a continental polar air mass is found in North America. A continental polar air mass in North America originates in the interior of Canada. A good portion of the United States is impacted by continental polar air masses during the course of any given winter. These include states from the Dakotas down through Central Kansas, Montana down through Central Colorado and the states in what sometimes is referred to as the Rust Belt.