|A scaly-breasted munia, previously known as a nutmeg mannikin. Photo by J.J. Meyer|
Generally, their specialized circulatory system protects their feet from frostbite. With minimal fluid in the cells of their feet and because their circulation is rapid, the blood typically doesn't remain in their feet long enough to freeze.
However, severe weather can cause problems. A report from Bird Studies Canada published in Cornell Lab's "Winter Bird Highlights From FeederWatch 2014-2015" indicated that an increased number of mourning doves are staying north for the winter and that the majority of the birds that spent the winter in Ontario were found to have lost one or more toes to frostbite.