Look for, in clear skies in serious cold, sundogs during the day, usually early and late in the day. At -22F I have seen complete circular prisms around the sun and another above it like a mirror image but looking like the glyph for Taurus.

At night, somewhere after -20F outside lights, any kind, will sometimes appear as though they were candle flames with beams going straight up into the sky. Every light in town.

There are other cool visuals that go with this kind of cold but those are two of my favorites.

Things have changed significantly over the past half hour. We've gone from -3F to +15F with considerable wind and a little snowfall. Supposed to get much warmer overnight but with snow.