This
is a symptom of hypothermia and is called "paradoxical undressing." Wiki said it occurs in 25% of hypothermia cases.
http://en.wikipedia.org/wiki/Paradoxical_undressing#Paradoxical_undressing
There was a in 1959 in February in Northern Russia (Soviet Union), called the Dyatlov Pass incident, that is quite famous and controversial in Russia.
Does anyone know the temperature when the disappeared and if there was rain (I recall hearing of storms)? Was the vehicle drivable?
I just read that page and came over here to post about it, but I see you beat me to it, lol.
The nearest historical weather info I could find was for Stigler, about 25 miles to the north, and McAlester, about 40 miles west. Thinking about microclimates, there are various factors such as altitude and north slope vs. south slope that could make temps much cooler up on a mountain than in nearby flatlands.
http://www.wunderground.com/history/airport/KGZL/2009/10/8/DailyHistory.html
Here are the daily high/low temps and precipitation for Stigler:
Wed, Oct 8....86/57....0.01 (notes thunderstorm but just a trace of rain?)
Thu, Oct 9.....59/48....1.33 (thunderstorm)
Fri, Oct 10.....50/46....0.0
Sat, Oct 11....50/50....0.0
And for McAlester:
Wed, Oct 8....86/59....2.27
Thu, Oct 9.....57/48....1.76
Fri, Oct 10.....52/46....0.0
Sat, Oct 11....55/46....0.03
So there was definitely a sharp temperature drop from the 8th to the 9th, with rain and thunderstorms in the area.