Casper's record low for Dec. 7 is minus 18, set in 1972. Big Piney was minus 28 in 1978, and Jackson was minus 20 in 1984.
Although, I was out in the cold today. Temps in the Denver area have been hovering around zero (+/- 5 (F)) today, depending on where you are in the metro area. And I was out setting up saws/tools in a driveway, and doing a few cuts. Also packing material out of the van and into the customer's house. Really, it wasn't that bad -- I suppose because the sun was out, and it wasn't windy. Had it been damp, I'd've been miserable though. Still, I'd rather not deal with these sort of temperatures.
But it's never damp in Wyoming. Sure, there are thunder storms in the summertime, but in the winter, humidity hovers around 10%, if that, and precipitiation arrives as snow, which is usually so dry and powdery that you can't make snowballs with it. Good for skiing, though. You need chap stick to keep your lips from splitting. The low humidity makes the cold, and the summer heat, a lot easier to bear. It also enhances solar heating, so though it goes down into the teens most nights, it usually warms into the twenties or thirties during the day.
My Wyoming experience was in Cheyenne, the southeast corner of the state, where I grew up. Your mileage may vary in other regions.
New England weather, with its high humidity, seems both colder and hotter, to me, than Wyoming.
Wind chill is bad, though. The wind doesn't blow in Wyoming. It sucks.