Every time the temperature gets a few degrees below zero, my wife and I like to to go outside and blow soap bubbles.  If you have never tried it, you should. It's good clean fun.  If it is cold enough, the bubbles will actually freeze and shatter when they hit the ground.

The Science

According to an article from Wikipedia:  If soap bubbles blown into air that is below a temperature of 5 °F they will freeze when they touch a surface. The air inside will gradually diffuse out, causing the bubble to crumble under its own weight. At temperatures below about −13 °F, bubbles will freeze in the air and may shatter when hitting the ground. When a bubble is blown with warm air, the bubble will freeze to an almost perfect sphere at first, but when the warm air cools, and a reduction in volume occurs, there will be a partial collapse of the bubble.

This is a video of my wife blowing bubbles last night in Fort Collins. It was six below zero!

Our result wasn't quite as spectacular as this one from YouTube: