The lowest official I've seen was -24°F, my buddy had -33°F that day out in the country. Cincinnati has the coldest recorded low on record in the state of Ohio, -25°F, I think in 1977.
At -40, °F = °C which is about the freezing point of mercury.
The coldest I have ever felt was -18°F with 40-50 mph winds, and I recall the Bengals were playing a playoff game against the Chargers, that's how far back that was. Bengals won.
I was going outside to get more wood, we had a heat pump that had no chance of keeping up using resistance heating.
I am a fan of these water source heat pumps though.