|Jake in the snow|
In general, our critters would actually prefer things to be 15°-20°F for the whole of Winter. At those temperatures the air is dry and while it is cold, it is actually the moisture in the air that's most uncomfortable.
Both our Scottish Highland cattle and Berkshire pigs are well adapted to our more normally colder clime and love being outdoors where they can roam, graze through the snowpack, and breathe fresh air (the honeybees on the other hand hunker down in their hives <g>). They are part and parcel of the environment and build both their and our habitat alongside their equally well adapted wild compatriots.