IT'S NOT TOO COLD FOR THEM HERE, AND IT IS **WICKED** COLD OUT THERE!!!!!
We are in MN and have had a heck of a winter so far with record snowfall and horribly cold temps. Our coldest air temp (this is not including windchill, mind you) was -30 F. It was a great day for fun science experiments in the driveway (throw boiling water into the air to watch it freeze in mid-air after blowing bubbles and watching them freeze and land on the ground as white, crumbled little objects). The windchill is obviously much colder....I believe we have hit windchills in the -35 to -40 range. We have had times where the temps were well below 0 for days in a row.
We have a sturdy coop, to which I added clear plastic around some areas to create a bit more wind protection. I also made sure the nest box area was sealed well with extra weather stripping to prevent too many drafts under the lid. The two small vents are still left open. On the very coldest of days, I have kept them in the house portion and not opened the door to the attached run other than to feed and water them. I don't have a heated water bowl, as I personally know a family whose house burned to the ground due to one.... Instead, I provide very warm water in the AM and re-check it mid-day. Should I be late with fresh water, they have been perfectly able to chip at the ice to get to the unfrozen portion. Obviously, I try to keep water for them, rather than ice, but water freezes incredibly fast in those temps!!
I have not provided any sort of heat at all, and they are totally fine. I know others who have put in a light for most of the day to promote egg laying, but I am still getting eggs most days of the week without it.
It is bitter cold out there, and they seem happy as clams...or chickens....