At low temperatures some metals that would be ductile at room temperature become brittle. This is known as a ductile to brittle transition.
The ductile to brittle transition temperature is strongly dependant on the composition of the metal. Steel is the most commonly used metal that shows this behaviour.
For some steels the transition temperature can be around 0°C, and in winter the temperature in some parts of the world can be below this. As a result, some steel structures are very likely to fail in winter.
Ductile fracture is always a preferred mechanism of failure. Many cases have occurred through history where catastrophic failures have occurred as a result of brittle fracture. The most infamous of these is the sinking of the Titanic.
The sinking of the titanic was caused primarily by the brittleness of the steel used to construct the hull of the ship. In the icy water of the Atlantic, the steel was below the ductile to brittle transition temperature.
In these conditions even a small impact could have caused a large amount of damage. The impact of an iceberg on the ship's hull resulted in brittle fracture of the bolts that were holding the steel plates together.
Nowadays engineers know more about this phenomenon and the composition of the steels used is much more controlled, resulting in a lower temperature at which the ductile to brittle transition occurs.