I lived in Duluth, MN with an average high in January of -7.8°C for many years. I never used any specialized equipment, but many times found myself sitting at the lakefront for a sunrise shot at 6am or so.
Personally, I've always had great luck with two different brands of gloves - Arc'teryx and Mountain Hardware. They both make excellent cold weather gear, gloves included.
The biggest issue with shooting at temperatures like this is probably going to be your equipment. I had issues with my DSLR mirror getting slow or locking up. I also had issues with the LCD screen becoming very slow or unresponsive. You have to acclimate your equipment for a certain amount of time or risk moisture introduction as well. But if you acclimate it too cold, it will have the issues with the extreme temperature faster. It is a tough trade off.
For example, I shot the following image at 7:04 AM and the temperature was -24°C or -12 °F.
The image is of steam coming off the largest fresh water lake in the world. The lake is still warmer than the air temperature even at these temperatures in January.