I have used a MSR Pocket Rocket stove down to about -10C with no problems. The secret as others have posted is to keep the cannister warm. Also when using the stove, keep the cannister directly off the cold ground. I use a small piece of Polar fleece for this which is also big enough to wrap around the fuel cannister. A windscreen also helps (as with almost any stove.)
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Earth and sky, woods and fields, lakes and rivers, the mountain and the sea, are excellent schoolmasters, and teach some of us more than we can ever learn from books.

John Lubbock