Living in New Hampshire, we actually picked a good breed of dog for this area. When most people are complaining about the cold, my girls (Kameko and Kitsune) love it and I think they often want to go out just to breathe the clean crisp air and to sit on the snow. Their feet have grown more delicate over the generations - Pomeranians used to be sled dogs. Not my girls, when it is zero out and below and the area they use to do their business is covered with ice, I see them hopping from one foot to the other. It seems years of turning the little snow dogs into lap dogs has definitely created a more delicate breed of dog. But they still prefer the cooler weather with 30's - 40's being perfect. With that said, in this colder weather, I don't leave them out very long. They usually want to stay out a bit longer but with such frigid temps it can be dangerous to leave them out too long. I can definitely see the difference in them, when the temps fall to 20 degrees and below, they don't want to stay out quite as long.
This should be a clue to anyone with a dog. Just because your dog has a thick coat of fur, don't think that zero temps with wind chill of 10 degrees or 10 below zero is ok for your dog. Don't think, my dog is tough, he can take it. Don't think they won't be affected by the cold, cold temps. If you think this is true, perhaps you should not have a dog. Or if you want a dog, educate yourself about the proper care of your pet.
As we all know, dogs are descendants from wolves. But over so many generations, our pets have changed and have become domesticated, meaning, they need to live indoors almost as much as we do (at least some breeds most certainly do, like my husband's dog, the miniature pinscher). Treat your dog with care and when we have such frigid temps, bring them indoors. Or provide a shelter where they can get out of the frigid temps. Staying out in such cold temps can be doing more harm to your pet than you know.