The coldest I've ever been measuring was with Dave Katz measuring the NYC Half last January. I don't think it ever got down to single digits, but it was definitely in the teens. Oddly, the coldest part of that ride was standing still in Central Park figuring out splits - I was shivering. Once we got riding, even into a stiff wind off the Hudson, it was not so bad. The 20 km point was in a tunnel that runs under the Battery (not the Brooklyn-Battery Tunnel) and the warmth there was exquisite. I didn't even mind the exhaust and the cars speeding past us at 50 MPH.
For cold weather (and other conditions) I use a digital voice recorder to note mile split descriptions. Eliminates the gloves off/gloves on delay and semi-legible writing (I have this problem even in good weather). I find I tend to be more descriptive in my descriptions this way anyway. Since I carry my iPhone and use UKCM to calculate the course length and split points, it's simple to use its built-in voice recorder for this. You can then transfer the recording to your desktop if you desire.