Smoking in the cold?

[akumushi]

Originally Posted by icehog3

And no place on Earth is colder than Chicago, so you have that in your favor as well.

Coldest I've ever been

Since freezing cigars to kill beetle eggs is common practice and I've done it myself many times & had them come out fine, I'd say as long as you keep transitions to a minimum and let the cigars acclimate gradually, they should be fine. Taking them back and forth from extreme cold outside to blazing artificial heat inside is going to crack the wrappers, not the temperature in and of itself, although the dryness of artificial heat and cold weather may cause some brittleness.
Bagging them in a ziploc with a boveda pack and keeping them close to you is probably the most stable way to go. As for smoking outside in below freezing weather... you better back mostly PCs and minutos. I can stand about a half hour in the 20's as long as it's sunny, but that's about it.