I remember I was in Deadwood, SD
one time in January, where the temperature was ridiculously low, to the point that water froze as you throw it in the air. I never figured out exactly how low it got, though.
Also hit some nasty cold spells in the Saranac Lake/Lake Placid NY area.
Any time I ever say I'm cold around my grandfather, though, he tells me stories about the years he lived up in Alaska, working for Exxon.