Coldest I ever did was -20/-21F - don't rightly remember - was more than 8 years ago. This was in Duluth, Minnesota - and the distance was about 2 miles. I don't think I wore anything cycling specific at all - just the regular clothes I wore if I was out walking in that weather. Had no car, so the only options I had were walking, taking the bus or cycling. Bus wasn't frequent, and entirely missing on weekends so I frequently walked/biked.

Now, I find 37F to be really, really cold - that is the lowest I cycled in last December. I don't think I would survive -20F now!

And, w.r.t the comment about Minnesotans saying there is no such thing as bad weather - only bad clothing. All I have to say is, Minnesotans are crazy