Have spare batteries as the cold decreases it life until warmed back up. And be careful of condensation on your equipment going from cold to warm. Some people actually shoot with a plastic clear bag over camera and lens so the condensation goes on the bag. I think this is more along the answer you were looking for.
Going from warm to cold won't bother the camera. But going from cold to warm may just cause a lot of moisture to condense on the camera parts (including internal parts.)
For this reason, I put the caps on and put the camera in its bag and zip everything up to keep any warm moist air away from the camera until it warms up gradually.