I was up in the Highwood Pass yesterday (in Alberta, Canada) - this is the highest paved road in Canada - altitude is something like 7239 ft. It was -10C, which all-in-all isn't that cold for Alberta in the mountains in the winter. However, factor in the wind gusting to 50-60 km per hour, and the wind chill was pretty severe. I wouldn't even want to hazard a guess at the wind chill - probably approaching -35C.
Now *that* is cold!
Since I was doing mostly road-kill, I would compose the shot, cover the lens (to protect from dust and snow), and then sit in the car until the light was right. Then, rush out, pull of the lens cap, and take the shot. Brrrrr. I think it was worth it tho.
I'm going to sit in front of the fire.