Freezing on the Platform?
If you find your teeth chattering as you stand on the platform waiting for, say, the L at Jefferson Street or the the 7 at Main Street (Who was the idiot that decided to provide no climate control in subway stations? Would Parisians or Muscovites put up with it?), you may console yourself with the knowledge that some commuters waiting for their trains are toasty warm.
At the Journal Square station on the PATH, frankly weird push-botton heaters allow you to warm yourself as you wait. It turns you into a sort of Pavlovian heat monkey as you dart over to the button again and again to keep warm. Still, it's much better than shivering.