If you have bored children, we used to take advantage of the cold weather to do some neat science related activities. We're a nerdy family that way, but it was fun when they were smaller and we all enjoyed the time together. Plus, cold weather and outdoor time wears them out; always a plus.
Blowing bubbles outside in freezing weather either with solution you have on hand or google a homemade one.
Out in Amarillo, if you have a banana those temps may be cold enough to do the freeze a banana into a hammer trick (in hs they always use liquid nitro, which has the speed and wow factor) but the other way is cheaper and safer for younger kids.
My youngest liked to take his little 'mensies' (plastic army men, I have no idea why he called them 'mensies' ) and place them in various empty containers he filled with water then set outside to freeze like little Han Solo people. He would then get the ice out of the container and set the frozen blocks in various places on the patio. As a teen, he still takes some ribbing about that one. They often float, but I can't remember how he got them to stay submerged but I do know that kept him busy for quite awhile figuring it out.
Blow up a balloon indoors, tie it with a knot and then (I put it on a string so it doesn't blow away) put it outside, watch it deflate, then bring it back inside to inflate again.
If you have some food coloring handy, find an area with there is some ice built up (hopefully not from frozen pipes that have burst) and add some to the top. As the temps warm back up, watch the food coloring in the melting ice as it forms ravines. The little ones like the colors, but the older ones can observe all sorts of things.
It doesn't get super cold here, but when we lived in Wisconsin we used to do the trick where you toss the water in the air to watch it freeze before it hits the ground but that one you have to be really careful with if you do it with boiling water (google it for the best way) and definitely needs adult supervision.
Keep it fun, keep it safe, keep the memories.
Science!