I well recall one particular morning in Chicago, USA, in December 1983. I'd been temporarily unable to make contact with my second cousin, and take up his offer of accommodation, and had booked a night at a hotel adjacent to Chicago airport. It was several degrees below freezing, but considerably even more below due to the wind chill factor.
With time to kill the next morning, I headed off to breakfast at the McDonalds across from a snow-covered park. (I was on a promise to my Ann Arbor penpal not to see falling snow until I got to Michigan.) Partway across the park, I realised that the stinging sensation to my fingertips and ears was due to going outside without the appropriate garments. I had visions of collapsing in a heap, being covered by fresh snow, and not being found until the next thaw.
I did finally make it to the McDonalds and, after eating, I reluctantly prepared to head back to the hotel. In a brainwave, I ordered a brewed coffee - and I hate McDonalds' brewed coffee - and used it to get back across the park: the coffee warming up one hand, and then the other, and reaching to cup one ear, and then the other.
Not quite frostbite, sure, but still scary (and not to mention painful).