Here in NYC for the last couple of days, the temperature has barely gone above 35 degrees in the day time... 25 degrees overnight. I have a habit of using my hand brake while parking. Last night, while attempting to drive, smoke was coming out of my rear left wheel... stubborn me, that's what happens when you try to drive while your calipers have not released the rotors. I literally had to take the wheel off, and bang the caliper loose. I also sprayed it with WD40.
Problem solved - BUT! It's weird how the brakes are slow to respond when it's cold until the car fully warms up. I used to have this problem with my 87 Max. What could it be?

 

cold weather shouldn't affect the calipers at all. may make the brake pads a little grabby, but otherwise the brakes as a whole shouldn't be affected.

make sure the slider pins haven't frozen into place.. pull everything apart, clean, and re-lube the slider pins. should help solve your problem. replace the pins of they've got a lot of rust on them, or you do any damage trying to get them free.