Flying in the winter

I caught this insect out of the corner of my eye the other day while I was on a hike.

This is a Winter Crane Fly (Diptera: Trichoceridae). It was sitting on the snow when I took the picture, but it had been flying moments before even though the air temperature was about 35℉  (1.5℃).

Winter crane flies are active in the fall and early spring, when temperatures are too cool for most other insects to fly. They are able to fly on cold winter days because they have a special enzyme system that allows their wing muscles to function at low temperatures. 
Insects have a number of different adaptations that allow them to survive at very cold temperatures. This is especially important in parts of the world where the temperature drops below freezing for several months of the year. Most insects are able to keep their blood from freezing with the help of special compounds called cryoprotectants. Cryoprotectants work like the antifreeze in a car by lowering the freezing point of the blood. Thanks to the cryoprotectants in its blood, the winter crane fly in this picture survived temperatures as low as 18℉ (-8℃) the night before. 
Insects can also allow their bodies to freeze completely by controlling where and when ice crystals form with the help of ice nucleating proteins. Ice nucleating proteins cause ice crystals to form outside of the insects' cells rather than inside of them. Ice crystals forming inside of the cells would destroy them and kill the insect. 
As amazing as these adaptations are, they do not happen instantly. The insects need  time to adjust their bodies and prepare for the cold weather, so if you catch an insect in the summertime and put it in your freezer overnight it will probably die.
If you're interested in reading more about this topic, check out the Wikipedia article on insect winter ecology or this book chapter on freeze tolerant animals.