That question was answered in the good Dr. Isaac Asimov's short story "Nightfall."
Fritz Leiber's story "A Pail of Air" is closer. In it, the Earth is ripped out of orbit by a passing star, and the air freezes into layers of different gasses. A few people survive.
The name of the story comes from an everyday activity -- going outside to bring in buckets of frozen oxygen.
Jack
Something akin to it was also covered in a short story "A Pail of Air". The premise being that every so often, they have to go outside and get a pailful of the frozen blue stuff (oxygen) that was all over.