Cold weather battery power

Lithium-Ion batteries might be your best option for rechargeables...They have a low self-discharge rate, and apparently work better in cold weather. Unfortunately, all of the popular types of batteries basically stop working at temperatures approaching freezing.

What you might consider doing is putting up a small solar cell for trickle charging, and insulating the batteries. If you can get the insulation right, the trickle charge will warm the batteries during the day, and the insulation will keep them warm at night.

Energizer claims that their Ultimate Lithium works well all the way down to -40ºC

Use something like the Energizer Lithium AA's - they're rated to 40 below zero, and they're not too expensive if you look around. I use them in high altitude balloons where temperatures can get as low as -55 C, and they work a treat for me :)

Are the batteries actually dead or will they start to work if the temperature is increased? Is the XBee on all the time or does it spend most of its time sleeping?

Assuming the batteries just need to be warmed -- if the XBee does not have to be on all the time you may be able to perform a startup sequence that consists of drawing current from the batteries to warm them up and then enabling the XBee.

A wide input range DC-DC converter would also enable you to startup at lower voltages.

One other note the XBees can be run at 3V. They also draw very low currents in the hibernate modes when run at 3V. I have some plots of duty-cycle and current draw for different operating modes at http://wiblocks.luciani.org/white-papers/intro-to-zigbee.html