My photography tour group and I photographed this Siberian tiger in a preserve in northeast China today, and the temperature was about minus 10 degrees Fahrenheit. Tonight it's going down to minus 36. In this kind of climate, you have to take special care to keep the battery in the camera as warm as possible. When not shooting, keep the camera pressed against your body or inside your parka. It is also a good idea to make a Velcro strap to hold a chemical heat packet against the battery compartment. In addition, keep an extra battery in a shirt pocket so it's warm and ready to go if you need it. Batteries become depleted faster in cold weather.
For this picture of the tiger's breath condensing in the frigid air, I used a 500mm lens, a shutter speed of 1/640, a lens aperture of f/8, and an ISO of 400.