Since I brought this up in another thread I thought I would tell the story as I heard it. "Cold enough to freeze the balls off a brass monkey." A brass monkey was the thing that held cannon balls on sailing ships way back when. On very cold nights the balls would shrink and roll off. Some where along the line "cannon balls" got changed to just "balls". I don't know if this is true. Just the way I heard it on TV before the internet.