In Norway, we left the camera kit in the outer lobby of the hut we set up shop in so it didn't warm up and get all steamy (batteries come inside for re-charging).
That was about -20C, so pretty cold. In the 'old' days we had to watch out for film snapping as it got colder, but these days it's not an issue...
Nikon will 'cold-proof' Pro cameras and lenses if you're going to work in Arctic conditions, but they have to be sealed away in boxes as the lubricants are a bit 'runny' in milder climes. Same with extra hot conditions.
That said I've used my D2x bodies in Norway (-20 at night) and in Afghanistan (+60C) with no prior preparation and had no dramas at all - which is why I like them so much.
And the batteries last for longer than expected in ultra-cold conditions, happily...