"Cold enough to freeze the balls off a brass monkey" never made sense to me, until my son and I took a tour at a military museum in London. Turns out the "brass monkey" was a plate with holes cut in it. Cannon balls would be stacked on top of the plate. When it got cold enough, the metal in the plate would constrict at a faster rate than the metal in the cannon balls, and they would end up rolling out of the holes in the plate, with the whole stack collapsing and going everywhere.