When we first moved to Cheyenne we spent 3 months in the coach in winter. I have to tell you, I am still finding odds and ends that got unhappy in the cold. Some things to think about/do:
1) water line for an ice maker. If you have an ice maker, make sure you've got a water line cutoff for it, and turn off the water to it. At least with our coach, that line runs up the back of the fridge, and, well, in sub-freezing temps that line froze and water was pumping out the side of the coach
2) holding tanks. We found that pouring, say, 3 gallons of windshield wiper fluid (which was rated not to freeze down to 20 below) helps avoid any freezing issues. That stuff isn't potable -- unlike the pink RV stuff -- but since it is going right down into the tanks, who cares? And it's like 99 cents a gallon at Walmart compared to 4.99 for RV stuff.
Even if you have heated tanks, what can get you is that bit in the valves that are in the unheated dump station compartment
3) basement heating. I know some rigs are very insulated and heated down below, but we found that for us, it just wasn't quite enough, and ran a 1500 watt electric heater to supplement things so that the fresh waters in the basement wouldn't freeze when overnights got down to 0 or lower.
4) blocking off the front of the coach with a second layer of fabric. my wife bought some inexpensive fabric (like a light canvas or muslin) and we taped it up against the overhead cabinets at the front of the coach and let it drape downover the steering wheel, etc. Windscreens transmit a TON of cold through them, and by adding a second air gap (in addition to the sun screen drapes we normally have) made a huge difference.
5) don't forget to heat your sewer hose if you leave it out. Otherwise it will just become a block of ice!
Since we didn't actually plan to be as long as we were in the coach, we never bought all the winter type stuff and instead just went to filling our fresh water tank (rather than running off city water) and putting away the sewer hose each time after dumping (but we have large tanks and only needed to do that once a week)
Having grown up in warmer climates, we had never appreciated that the difference between freezing and 10 below is just as dramatic as the difference between freezing and 74. Then throw in wind... and holy moly. Not unmanageable, just totally different.
And as I mentioned, other issues we had were rubber seals and such. For example, I had a Crossfire pressure setup that had been fine before that winter that I ended up pulling off because the cold just killed the little rubber o-rings that I suspect would have remained fine for a few more years in warmer weather.