A couple of friends and I skied into the natural hot springs at Newberry National Volcanic Monument last winter in Oregon. It was 17 degrees F with a wind chill of below zero.
We ended up not going in the hot springs because it was so cold, and they were lukewarm. So we skied along the lake for a while. It was a very stormy day, but the scenery was peaceful and quiet. A spot I will be headed back to every winter.