I live in Minnesota, in the Twin Cities. Temps here generally aren't as cold as northern MN, but are much colder than most of the US in the winter time. We also have a cabin on the edge of the Boundary Waters Canoe Area (BWCA) near the canadian border. I've had no issues using dino 5w30 all the way down to -30F without problems. Of course, nothing else is happy about the cold (tires frozen flat spots, all the other fluids (tranny, gears, etc). I also do not have a block heater on anything I own, though I probably should!
I lived in Colorado for five years, and yes, it occasionally got cold. Still wasn't the same as home though!
I'm sure my wear numbers would look better with a syn oil in the cold, but I haven't had any issues a better battery couldn't solve in cold weather!