[Diesel_Dave]

Within reason, cooler intake temperatures will increase a diesel's efficiency (assuming you don't get so cold that the ignition delay gets very long and approaches misfire). Just look at the efficiecny of an intercooled vs non-intercooled turbodiesel. The cooler air will make the engine run leaner which generally increases the thermodynamic efficiency, as does the colder air temps themselves (via the specific heat ratio).

That being said, cold ambient temps hurt a diesel in pretty much all the same ways it hurts a gasoline car. I personally have observed about a 1% decrease in FE for every 1 deg C decrease in ambient temperature. About half of this can be attributed to the increase in aero drag via the increased air density. The rest is due to the increased rolling resistance of the tires, and the increased warm up times.

I've heard folks blame the winter fuel, but I don't put too much stock in that myself. Summer diesel is #2 diesel fuel, whereas winterized diesel is a blend of #1 & #2 diesel. Pure #1 diesel contains, on average, about 4% less energy per gallon than pure #2 diesel. That's not completely insignificant, but it's pretty small (especially considering that, in most areas the winterized diesel doesn't go all the eay to pure #1).

I've kept track of all my daily mileage all winter long and I've cleary been able to see the ambient temp effects, but wasn't able to make out any clear tank-to-tank variations.