It depends on several factors. First, the cold pour point of the oil you are using. If the temperature outside is getting to or below the cold pour point, then it will shorten the effectiveness of the oil when the vehicle/engine is left to sit long enough to fully cool down. Check the cold pour point of the oil and take that into consideration. One thing that would help the cold weather guys is the installation of a "Pre-oiler" pump to get the oil moving before engine start up. Because of the colder conditions, the oil will move throughout the engine a little slower in the dead of winter and there is a possibility of engine damage occurring as a result. Check out this kit
Engine Pre Lube System Insta-Lube Kit
Another factor is the oil you are using. Make sure and double check the service interval recommendations from the manufacturer of the oil itself. All synthetics are pretty good oils any more, but they are not all created equal and that is represented in their advertised guaranteed change intervals. Make sure to investigate the brand of oil and make sure that they do not have a specific cold weather recommendation, this could mean the difference between properly protecting your engine and ruining it due to too many cold weather dry starts. Think of it this way, if an oil has a guaranteed service interval that is longer than another oil, because it is designed specifically to hold up for that longer interval, if it is indeed holding up that much longer, what makes it better than the oil that cannot last as long, but breaks down instead? Food for thought.