I live in the Chicagoland area and smoke year round which includes winter's. The coldest I've done a cook was the magic number zero degrees. Numerous times in single digits, low teens and 20's are common.
I limit my cooks on those days to either ribs or a pork shoulder. I have 6 fire bricks surrounding the fire pot (2 on each side) to assist in helping retaining the heat in as well as I use Traeger's insulated jacket and a welder's blanket on top of that.
When it snows I only shovel a path from the back door to my grill and my grill to my shed where my pellets and equipment is stored.