Can't think of any running races I've ever done that I'd consider epic weather, but I live in northern Vermont so take that for what it is. Have certainly done running races when it was single digits out, snowing like crazy. No big deal.
The one race that I still shake my head at ("what were we thinking?") was a duathlon: 10k run, 60k bike, 10k run. Late September race, mid-upper 40's, pouring rain. No matter what you were wearing there was no way to stay warm. The bike had a big climb at about the 45k mark, but then of course you had a huge descent after that, which is no fun when you're soaked and freezing. My hands were so cold I couldn't work my brakes, I really have no idea how I survived the last 10 miles of the ride. I should have worn my wetsuit for that race!
Coldest XC ski race I ever did was at Johnson State College. I still have the video of it my coach took, he sounds miserable filming it. I'm sure it was below -20°C (the supposed cut off temp for XC ski races). They pulled over 1/3 of the field with visible frostbite.