I know this probably won't work in a lot of areas but where live these are some of the survivors you can look to for veggies in the cold weather.
The great old standby is cabbage. At least in the south it's what you eat on new years with black eyes peas in hopes of having a better year. In the beginning it was because there was nothing else to eat and that's what they had.
Here in the DFW metroplex it's a little warmer (3-6 degrees) than the surrounding cities due to lots of heat being produced. In fact now that there are a lot of gas wells just burning off the initial fumes coming out of wells it should be a little warmer than that even.
Due to the warmness other crops are still doing well. For instance my beets, carrots, radishes and lemon grass are doing great. If there's a particularly cold night just cover your plants with a cold frame or, if nothing else, a sheet.
Let me know when you make some soup with your winter veggies and I'll come try it!