The worst thing you can do after a workout of any kind, but of course a good intense Kettlebell Training workout is go sit in a car and drive home without cooling down. What happens is your body begins to tighten up and pool your blood in your lower limbs rather than circulate it through to expedite recovery. When that happens flexibility diminishes and you will never get as strong as you can as when you are very flexible. Additionally injuries greatly decrease when you practice a regular cool down sequence.
This is our cooldown mobility sequence that we practice after every one of our Synergy Kettlebell group workouts and our Team Synergy Kettlebell Sport practices. This cooldown sequence is great for opening up the hips, legs, and increasing spine mobility after a good intense kettlebell workout.
As a Kettlebell Coach I highly recommend including a cool down as well as a warmup as part the entire big picture of your workout every day. You can even practice both the Synergy Dynamics warmup and cool down sequences on your "off" training days as a good mobility dynamic yoga workout all in itself.