Unless you are supercooling your liquids (pretty hard to do actually), nalgenes fill with ice when thier contents drop below the freezing point.
Actually, supercooling (in the freezing point depression sense) isn't hard at all. Just pour in some salt (bleck!), sugar (yumm!), Kool-Aid, etc. Any water solution like this will have a freezing point that is lower than 32° F (0° C).