I went to Harbin in b4 during winter time approx 3 years ago.
May be i can share some points :

1. U need the proper clothing + jacket + gloves + others protection to withstand those very tough weather.

2. when u reach harbin city, go look for a kind of boots that specially made to walk on the ice and their cold weather. They called it snow walking boots. This is a must as it will help eliminate the cold, if temp fall below -15c (ie ice castle).

3. Regarding shooting in -10 to -20 weather, we further went to a place called snow village, the temp is ar -30c with non stop snowing. A weather seal camera and lens is highly recommended. Its still ok to try luck if it doesnt snow. but if the weather continue snowing, i find the photo shooting will be much complicated. That time, i brought the Olympus E-1 and Sony T-30 compact. The sony compact shut off immediately after 2 shots. Olympus E-1 is weather sealed, and i hv no problems continuous shooting and shooting during entire trip. The challenge is when the camera died, u need to wait for time to get it up. So it may distract attention and some important shot for the trip will be missed. Some suggestion by earlier posting may help to preserve the working conditions of the camera.

4. like others saying, when entering a warmer place, pls take note the sudden temp diff will cause fog. If the temp diff even bigger, it will cause body sweating (ie from -30 to 26c) . What i did last time is b4 entering the house, i zip the camera in the bag and leave it for 1/2 an hr to close the temperature gap before taking it out. My suggestion is to bring some more cloths to wipe the equipments if needed.

5. Due to the freezing weather, the view finder will get frost up very quickly. That will affect the shooting experience. I dont have solution for this apart from wipe it more consistently with my fingers in the glove.

Apart from this, Harbin is fun and the snow is very thick, dry and very beautiful.