It's mainly about temperature change and moisture combined. If you store a game at -20C and it slowly gets down to that temp, it will most likely be fine, especially if it's in a box. When you bring it up to temp, I'd do so as slowly as possible. Bring it into a cold porch or something for a day, then into the house for another day, then let it sit unboxed for a day. This will stop the cold surfaces from pulling the moisture out of the air.
If it's just wrapped, I wouldn't let it get past -5C because it will be more difficult to slow the retemp time. This is the same with electronics that are sensitive to small amounts of moisture.