Does a fluorescent light work well in cold outdoor weather?

Not really well in my experience. I'm in the North east (cold winters) and the tubes in my shed take quite a while to 'come to' compared to summer. Once on and warmed up they throw the same amount of light though.

Anyone have any particular experience with the use of compact fluorescent lights (CFLs) in cold weather? If one uses them for outdoor lighting where the temp gets down to 0 or even below will that harm them? Or do they just perform poorly?

I would assume the pressure of the gas decreases and that's why the poor performance, once it "warms up" the pressure goes back to normal.

From my understanding of how they work, I see no reason for there to be any permanent damage by the cold, but I don't have firsthand experience.

I guess the issue with the cold would be the temperature cycling i.e. the glass and fluorescent paint would be subjected to lots of changes in pressure and temperature. That's probably the most common failure mode outside.