When you're cold, your blood vessels constrict to conserve body heat so your kidneys excrete more water to maintain the proper blood pressure since the total volume of your circulatory system has shrunk. I find that I'm fairly susceptible to this effect in the wintertime. It doesn't take very long after stepping out into the cold until I really have to go. Anyway, the phenomenon is called thermal diuresis.

Or, maybe, like me, you just produce more urine when sleeping in new environments? I don't know why this happens, but I usually have to pee two or three times at night for the first few nights when I take trips, although I never have to at home. I'm not cold, so I can't blame it on thermal diuresis.