I live in Colorado.
We have HUGE temperature swings all through the year.
I see NO mileage differences related to temperature.
HOWEVER.
Several years ago, they used to sell oxygenated fuel (with Ethanol or MTBE) in the winter months, and non-oxygenated fuel in the summer. Oxygenated fuel = a guaranteed drop in mileage, of 10% (from 30 to 27 MPG). Now they run it year-round here.