Nords are tough winter people, but don't really have such an amazing resistance to cold. What keeps such a people well in the harsh weather is their knowledge how to fight the frost

Altough I agree with the bare chested thing, it is quite possible to sleep outdoor in -20-30 as long as you have a nice spot & a thick, dry sleeping bag/fur.
Just pray your hand doesn't slip out of the sack during the night, you don't notice such things till you awaken xD
Also, anyone noticed the Imperial Legion is wearing Summer Uniforms even ontop of the frozen mountains? *Facepalm*