I'm not sure if it counts since I live here now, but winter in Harbin last year was pretty harsh. I'm sure that it went below -35 at least one night. It's actually been fairly mild this year though. As DrA said, the wind makes a big difference to how you perceive the temperature. If it's still and the sun's bright, it can actually be reasonably pleasant. A windy night though......
Also, anyone coming here for the Ice and Snow World should know that its located on the outskirts of town in a large open park, which is really just a open field with a few trees and therefore feels about 10 degrees colder than Harbin city itself, where the buildings help to reduce the intensity of the wind.
I visited a friend in Lake Banff about 10 years ago when he worked in the ski shop and temperatures would have been similar to Harbin. Also might have a chance to set a new personal record since I'll be heading about 600 km north for Chinese New Year. Also, some weather sites are reporting -37 for this Sunday night.....