Winter in North America is a battle between 2 (or sometimes 3) air masses. Warm moist air comes north from the Gulf of Mexico or thereabouts, and cold air comes down out of the Canadian arctic. They meet somewhere around the northern states, the Great Lakes, or Ontario, Quebec and the Maritimes. At the moment the arctic air mass is winning, plunging not only us but much of the U.S. into very cold temperatures.
And why do we have such strong winds and severe wind chill? Because there's a big difference in pressure between the two air masses that brought warmer air to the NE states over the weekend, and the arctic air following it. The atmosphere always tries to even out the pressure differences.
Though I'm tired of hearing that 'climate change isn't happening after all'. NOAA scientists suggest that it's actually the warming of the arctic overall that leads to the weakening of the normal winter polar vortex over the pole, enabling it to break apart and come visiting us! (See the links from Fred's interesting post on frost quakes at 'Fragments from Floyd').