Most every house or commercial building has some amount of air infiltration. In the winter time, the cold outside air finds a way into some vulnerable areas of your house. Even without air infiltration, you get the effects of thermal heat or cold transference—heat energy escaping and cold energy entering the building. That process happens mostly in areas of your house that get outside airflow or aren't insulated against the elements. The areas we typically see this are in crawl spaces, attics, and garages.
Most crawlspaces and attics have vents that allow the outside air to flow freely in and out. Some that are sealed up and don't have vents still get very cold since they may have little, or no, insulation and are often not heated. Garages are also problem areas since they are typically not heated and the large roll up doors, although sometimes insulated themselves, do not usually have a very good seal, letting in a lot of outside air.
There are many water pipes that run in and out of the attic areas, under the crawlspace, above the garage, and in the walls of the garage and exterior walls. Even though the pipes may be insulated and run in the walls or ceiling, this in itself does not mean they are safe from freezing. While water freezes at 32 degrees fahrenheit, you won't usually have an issue with your pipes freezing until the temperature outside is around the 20's or lower. When this happens, you will have the potential of your pipes freezing. The temperature drops lower at night and that's when you're most prone to freezes, however temperatures during the day can get low enough to cause freezing as well.
In most cases, if you have a frozen pipe, you won't know about it until the temperature warms up enough for the pipe to thaw and then reveal itself. This creates a great potential for even more problems. If your pipes freeze at night, they may not thaw until the next afternoon when you are away at work and no one is around to catch the water from pouring into your house and damaging all your worldly belongings.