Well, after reading this thread I have a smile on my face. I'm from Yellowknife and was going to post a picture of my MFD showing -40 c. For about two weeks we had temperatures in that range which is normal for this time of year. We will have it again too, but right now it's a balmy -20 c.
My 09 JSW is outside, not garage stored. When plugged in, even at minus 40, it starts like it's a summer day. On one occassion, it wasn't plugged in and the wife came back saying it wouldn't start. It was about -24 so I was skeptical. Went down, turned it over for about 10 seconds and it caught. Ran rough for about 10 seconds then settled down. I usually let it run for a full minute before driving. At minus 40 I was very pleased to observe the DSG shifted perfectly, and has performed perfectly all winter.
At below -28 the engine will not reach normal operating temperature no matter how much you drive (at least in town). Above that it will warm up slowly. If you have two minutes, and idle the engine at 25 to 3000 the engine will reach normal temperature. Once you start driving it will cool off, so I need to get a cold air intake blocker, and will.
Also, quick note on winter tires as I know there are a lot of people asking, I bought Nordfrost 5's and have had no trouble. With the stability control and those tires it performs perfectly, even on straight ice. The tires I got are studded at the factory. Each stud is tipped like a flathead screwdriver, steel carbide, very effective.