We have had a cold snap here in seattle and people are thinking about how to shelter feral cats. Fortunately there are lots of ideas about how to build shelters for cats.
Some of the shelters show only one door but I think it is a good idea to have two doors as all feral cats feel uncomfortable in places where they can not escape out the back. Some sort of wind baffel, especially over the rear door, will help with warmth.
eRubbermaid rough neck homes: http://www.erubbermaid.com/roughneck-homes
Styrofoam cooler in side a plastic bin: http://www.indyferal.org/Literature/out_cat_shelter.pdf
A shelter you can purchase: http://www.feralvilla.com/Feralvilla-Outdoor-Cat-Shelter_p_8.html
Fromt two plastic bins: http://www.spayandstay.org/winter-shelter/
A collection of ideas: http://www.neighborhoodcats.org/HOW_TO_FERAL_CAT_WINTER_SHELTER
In a large cooler: http://www.flickr.com/photos/ucl/sets/72157626823176557/
Another collection of ideas: http://www.urbancatleague.org/WinterCatShelters