http://www.autoblog.com/2009/08/19/review-2010-ford-fusion-hybrid-what-a-difference-60-degrees-m/
Autoblog reviewed the Ford Fusion Hybrid in warm weather (CA) and cold weather (MI)
Warm weather MPG average: 43.1
Cold weather MPG average: 29.4
Not a scientific test by any means, but notable if you are just wondering.
"Anyone who has ever left a laptop, phone or camera in a car parked outside overnight during winter has discovered that electrochemical batteries (at least the ones we have today) don't perform very well when temps drop below freezing."
"Nickel metal hydride batteries used in hybrids are reluctant to let electrons flow at temps much below the mid-30s. That means that a Fusion Hybrid that starts silently when you turn the key in July immediately fires up the engine when the temperature is 10 degrees. "