Mine was January in Philadelphia, 2008. Just checked on the weather records for the time we were there and it was -7°C, with the wind chill factor making it feel like -17.
I remember I foolishly wanted to get a photo of the big bridge down by the waterfront and by the time we'd walked 6 or so blocks to get there, I physically couldn't use my camera due to all my fingers being totally numb. The wind was so fierce that my legs felt like they were on fire and we had to take refuge in a coffee shop. The owner knew we were out-of-towners instantly as we were his first customers in 2 days.
Nice place Phili. But I'd recommend going when it's a tad warmer.