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I was reading recently that apparently cold temperatures can affect the cranium size in a population. I was surprised, if it's true.

I don't recall seeing this one. The normal reaction to cold is to increase body volume to surface area, providing relatively less area from which to lose heat (i.e., heavy/rounded body shape, as opposed to tall/lineal body shape). One of the ways to do this is very large bodies, and it is possible that Neanderthal went this route.

Cranial capacity ties in directly to the size of the birth canal. The infant skull can only get so large and after that there are problems--mostly fatal in primitive societies. For this reason infants are born far earlier in the development cycle that is the case for most other animals. Horses (and many other prey-animals) in the wild have to be up and moving within minutes to hours or they are dinner. Human infants can't really take care of themselves for some years, and it is likely this is to accommodate the large brain size. And it probably can't get too much bigger than it is now unless something really unusual happens.

There are a lot of other neat tricks that have shown up. The aboriginal population of Tierra del Fuego, at the southern tip of South America live in a cold climate. I have heard that the veins and arteries in their forearms run closer together than normal, transferring heat from the arteries to the veins so it is retained in the body and not lost from the hands.

For adaptation to really cold environments technology was required--clothing, alternate source of vitamin D, etc. This largely took the place of physical adaptations.