The first round I played in the 2001 World Ice Golf Championship in Uummannaq, Greenland. It was -20, with a wind chill of -40. I remember peering out of the slit I had left in my snowsuit for eyes and thinking, "someone is going to die out here, and it might be me."
It got much better the next day. At +10, it was dowright balmy and I set the course record!
You may laugh, but I actually learned A LOT about golf there on the polar ice cap. It certainly stripped away all pretense and made it very clear that the art of golf is the art of getting from point A to point B in as few shots as possible.
In real golf, the worst conditions I ever played were at Turnberry Ailsa. I awoke in the hotel to hear rain pounding on the window, which wouldn't have been so bad except that the window was underneath a five-foot dormer. On the 356-yard first, I nutted a drive and then hit a knockdown 3I to the front fringe. It didn't get any better until the heavy rains came.