I just got back from a trip to Yellowstone in late October:
Yellowstone 2009 - professor77's Photos
I had my K100d, and temps ranged from 7F to 30F for the first three days (morning lows to afternoon highs).
In the extreme cold I had to switch to alkaline batteries, the lithium AA's didn't work for more than a shot or two. Once it warmed up into the 40's at the end of the trip the lithiums knocked out photos like nobodies business (still show a full charge).
So... the only issue for me was the cold eating my lithium batteries ability to discharge effectively - camera was flawless.