Lakes region New Hampshire here. Lots of cold, lots of wind.
I'm getting 16mpg in my 4banger Tacoma. Average is 21 for me.
Winter gas usually costs me 10%, and 4wd / idling costs me about 10%. But I spend a lot of time with it in 4wd and a recovery strap attached to one end. So far I've recovered 4 pickups, 3 sedans, and the school bus that drops off my neighbor's kid. I leave tools and recovery gear in the vehicle constantly as that's its primary use case for me. I get my peace of mind helping people in the winter - and I don't have to drive to get to work.
My solution to the winter mpg problem? Don't drive it till I have to!