I've camped in cold and snow now and then, a closed-cell foam pad is plenty fine enough in my experience (even a cheap one). But it's a good idea to prepare the ground beforehand - a pile of leaves provides good insulation. Personally, I prefer spruce boughs whenever available. Really comfortable and will keep you warm if you know how to make a halfway decent bough bed.

One time I had to spend the night in a swamp, which was pretty bad more so as it was raining all night long. I had no foam pad whatsoever. A spruce bough bed and a large garbage bag on top did the trick, plus a simple poncho lean-to to keep away the rain. I woke up the next morning, got out of my sleeping bag and realized I was literally sleeping on several inches of water. Luckily, the bough bed was just thick enough to keep me dry. I actually slept like a baby that night, I had a pretty good sleeping bag and I suppose the waterbed au naturel was an added bonus.