My mileage plunges dramatically in the sub-zero temperature range.
It is a combination of three things:
1. Denser air (at -30, the air is super dense!), the truck needs more fuel to maintain the proper fuel/air ratio.
2. Thick fluids in the diffs and transmission/transfer case. I have heaters on everything but the diffs, and I know that they thicken up when cold. This drags on the gears and creates friction.
3. Idling. This is the big one. I let our trucks run for 5 to 10 minutes before even moving them out of the driveway. This translates into 0 mpg.

As it stands, I am refilling every 230-240 miles. I really haven't math'd out the mileage, because I don't want to know.
It'll go back up in the spring.