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I have been winter camping at least once a winter for 7 or so years now. The coldest I have been in is -10F in the Adirondacks.
As to the comfiness: it really isn't. Its cold as fuck all night, you sleep like shit, waking up is ass, everything gets wet and I usually get a cold after. There are also added safety concerns in the winter, and if backpacking you must carry extra weight in clothing. In fact when winter camping I often yearn for the simplicity of camping in the summertime.
But its comfy in the sense that the outdoors are usually empty and the snow will make surroundings silent: there is a rare beauty to these surroundings.