good question, from my experience nitro engines can be a tad fiddly to start and get up to running temp in cold weather but if you run a hot or even an ultra hot plug depending on conditions you should have no problems keeping a stable tune, cold air is denser air so thats a slight + i guess.
actual extreme weather conditions like snow is another matter, I would keep your car tucked away until that sort of weather blows over.
edit: oops, pretty much repeated what Aphinity said, we're just to quick to respond ah well