Seen here is a spider web in -23 C temperature (-10 F). The photo was taken and submitted to reddit by shivs1147 last week. According to the wikipedia entry on spider webs there are several classifications of webs and different types of silk are used in web construction.

There’s an even more in-depth entry on spider silk that has some interesting factoids such as:
– All spiders produce silks, and a single spider can produce up to seven different types of silk for different uses
– Consisting of mainly protein, silks are about a sixth of the density of steel (1.31 g/cm3). A strand long enough to circle the Earth would weigh less than 500 grams (18 oz)
– Silks are also extremely ductile, with some able to stretch up to five times their relaxed length without breaking
– Dragline silks can hold their strength below −40°C (-40°F) and up to 220°C (428°F)

[source]