Blowing soap bubbles at minus 20C (-29F) turns them into floating ice bubbles, and if these hit the ground they either shatter or roll around for hours. At minus 40C (-40F), tossing a pan of boiling water into the air makes a bizarre hissing noise as the water instantly turns into a cloud of tiny dust-like ice crystals that float in the air. The noise comes from miniature explosions as each drop of water first turns to ice on the outside forming an icy shell, followed by a freeze on the inside that shatters the shell. You can see where people have walked by the trails of icy mist left hanging in the air at head height. From Times Online
The article "Fun things to do when it is 58 degrees below zero" explains what to do in the Arctic freeze currently hitting some parts of Siberia, Russia.