There are some absolute musts when it comes to horses and extremely cold temperatures. Without the proper care they are at risk of getting sick, frost bite, and even death. Not only that, it's just plain cruel to not give your horse everything they need to stay comfy and happy. Horses are tough and the freezing temperatures don't bother them as long as they are comfortable.
Water, not snow. For obvious reasons, horses must have fresh water available to them. I know it can be very difficult when the temp drops significantly, but there are many ways around frozen buckets and water sources. Do a quick search on google or pop onto COTH and you will find help and options in no time. Frozen blocks of water in a bucket do not count as water. I do not want to see that anymore!
Shelter from the wind. If they aren't inside then please make sure they have something that they can tuck in away from the wind in. The majority of the time it is the cold wind that really is what bothers them.
A decent soft place to lay down, preferably with bedding. Not the most important (in my opinion it's high up there), but still important. There is nothing more I hate than a frozen base of hard poop balls where the horses have to stand or lay down. Who would want to lay down on that? It's not comfy and it's NOT making your horse happy.
Time to make some tea and relax by the fire. The temperature is supposed to start to rise tomorrow. Fingers crossed I will be working in the barn!