We just got a hybrid this year and our dashboard mileage has definitely gone down this winter (from 39.8 in the summer to 37.9 currently).

Haven’t done scientific tests but my MPG loss in cold is roughly negligible. Maybe if you run your car at idle for a long time in the morning so it isn’t cold when you get in there is a noticeable impact.

Just parking an EV in cold weather will drain the battery without driving.

Parking a gas car does not impact the amount of gas in the tank.

Cold weather affects vehicles in more ways than one might expect:

Engine and transmission friction increases in cold temperatures due to cold engine oil and other drive-line fluids.
It takes longer for an engine to reach its most fuel-efficient temperature. This affects shorter trips more, since a vehicle spends more of a short trip at less-than-optimal temperatures.
Heated seats, window defrosters, and heater fans use additional power.
Warming up a vehicle before starting a trip lowers fuel economy—idling gets 0 miles per gallon.
Colder air is denser, increasing aerodynamic drag on a vehicle, especially at highway speeds.
Tire pressure decreases in colder temperatures, increasing rolling resistance.
Winter grades of gasoline can have slightly less energy per gallon than summer blends.
Battery performance decreases in cold weather, making it harder for the alternator to keep the battery charged. This also affects the performance of the regenerative braking system on hybrids, plug-in hybrids, and electric vehicles.

It’s always less efficient to run motors, whether gasoline powered or battery powered, outside ideal conditions, whether it be temperature, altitude, or driving speed. In hot weather, ev’s lose some range, around 15%. And in hot weather, ICE cars lose up to 25% of range due to air conditioner use. Driving fast reduces range due to drag for both types. Driving at elevated altitude reduces ICE range due to less oxygen for combustion, but also reduces drag which partially offsets it. Ev’s do better at altitude because the motors are not oxygen dependent, in addition to less drag. Also, driving at altitude means that you are constantly driving up and down hills. Because of regenerative braking, ev’s can gain energy back going downhill, whereas ICE vehicles cannot.

+1
Range reduction is there for gas vehicles, but is smaller. Also, if you see that your gas is running low, it's much faster and easier to fill up.

My EV range is down maybe 30% in sub-freezing temperatures--more like 40-50% if you account for the fact that for short trips I usually only turn the heat on when it's below freezing.

The battery chemistry in EVs is particularly impacted by cold weather, impacting range.

The cold weather range impact on gas/hybrid vehicles is much less than an EV. On our gas vehicle, where I track the mpg, it has been at most 10% range reduction due to cold weather.

I know there’s some degree of range/mpg loss, how does it compare to EV’s? I’m on the fence between getting an EV and a hybrid and one thing that concerns me is the EV range loss in cold weather. But it sounds like hybrids can experience ~30% range loss in the winter too, maybe that’s slightly better than the 40% loss of an EV but it narrows the gap. I was originally under the impression that cold weather is an EV specific problem.