When I went to NYC in March 04 I was wearing a beanie hat, a huge coat, gloves, scarf, a sweater and various other layers. Still somehow managed to be freezing cold in the blizzard.
It was horrid. That kind of cold that gets everywhere and the kind of snow that purposely seeks out the permeable layers of clothing you have so that it can wet them and make them colder.
There was so much snow there, piles of it. I was walking around as if it was an arctic expedition and there were others looking at me like "Dude it's just cold and snow."