When that happens you can take the battery out and put it in a warm part of your body (you decide I don't need to know) and you can get a few more frames out of it.
Yeah I know. But in the meantime you're freezing your ahem -- tail off waiting for the battery to warm up, and it's quickly taking all the fun out of it. I was shooting a Canon A-1 when this happened, and learned later that Canon actually made a remote battery pack, that was designed to be worn inside a jacket, etc., just to avoid this.
The importance of the mechanical shutters made itself evident today as the batteries went dead on my prime camera. As well I had one go battery dead earlier in the week. 2 dead . F1n picking up the slack.