Most often, we see drinks being kept cold outdoors, but it works for food, too. A Chicago blogger at Food on the Dole recently mentioned keeping a pot of lamb stock out on the fire escape for two days, secured with a brick on top and checked occasionally for signs of critters. It made it through unscathed.
Of course, it might not be doable if temperatures drop too low – you don't want exploding champagne bottles or food frozen solid if you're going to be serving it soon.
Do you keep food or drinks outside in the winter?