In parts of the US and Canada, temperatures were forecast to fall below -29 degrees Celsius, with wind chill making it feel more like -67° on Friday night.
In Canada, high winds have knocked out power for tens of thousands of residents in Nova Scotia.
Thousands of snow ploughs are clearing roads across the US East Coast.
The extreme weather has so far been linked to up to 19 deaths in the US and two more in Canada, according to reports.