Chickens, in zero degree temps and lower, can get frostbite of the comb and wattles.  However, I don’t want my chickens to get anywhere near the point of frostbite.  Because I can imagine there are many points before actual frostbite that would be very uncomfortable for a chicken. 

Chickens may be able to "survive," "handle," or "tolerate" the cold, but those adjectives don't sound very pleasant. 

1. Get a friend to pick up a chicken. This is best done when the animals are docile. Chickens are most docile after they have bedded down for the evening, and all but the most skittish of hens can be handled, even without a friend’s assistance, during the night.
    
2. If you cannot enlist the aid of a friend, secure your chicken in a “football hold”, gently under one arm, with both its wings held snugly against it’s own body, and your hand under it’s breast bone for support. It helps if you already have your jar of petroleum jelly open, if you’re working alone.
    
3. Put a small amount of petroleum jelly on the comb (flap of skin, usually red, on the head) of the chicken.
    
4. Gently rub the jelly around the comb, making sure it is completely covered. This will insulate the bird’s comb and prevent it from suffering from frostbite.
    
5. Repeat the last two steps on the wattles (flaps of skin hanging below the beak) of the bird as well. Not all chickens have wattles, but if they do, they will benefit from this.
    
6. When you have finished, place the chicken back in its run.