You're hardcore. Even 15-degree temps or snow-covered trails won't keep you from your outdoor runs. Layering up with wicking clothes is the key to staying warm and dry while sweating it out, but what about breathing in that frigid air? It's not only painful to inhale, but since the air is often dry, it causes your airways to narrow, making it harder to breathe.
Running in cold weather should become easier with time, but you can help acclimate your lungs to brisk temperatures by starting off nice and easy. Run shorter distances, on flatter terrain, and at a slower pace to keep from huffing and puffing. Concentrate on breathing steadily and evenly, without forcing the air in and out of your lungs, which can cause more irritation. Be flexible with your running schedule and run during the warmest time of the day, which tends to be midday when the sun is high in the sky.
If running in the cold makes your lungs burn or causes you to cough a lot, try this simple solution: wear a moisture-wicking neck warmer, like this merino wool Smartwool Neck Gaiter ($30) or a lighter-weight polyester Original Buff ($20), over your mouth. It'll not only keep cool air off your neck, but the gaiter also traps the natural water vapor you exhale, making the air you inhale moist and a bit warmer, which is easier on your lungs. A regular scarf could also work, but who wants to wrestle with slowly unraveling loose ends, especially on a windy day? Another benefit is that a neck warmer can be lowered below your chin or easily slipped off, bunched up, and stored in your pocket after you warm up, while a scarf is much too bulky.
When temps dip really low, you'll probably prefer a merino wool balaclava ($30) that covers your nose, mouth, ears, and head. It may look a little scary, but at least you'll be warm and comfortable. Plus it's a great option whether you breathe through your nose or mouth, although you might find breathing through your nose may ease the burning in your lungs — just bring along tissues in case your nose runs.
Cold weather can also be a trigger for asthma sufferers, so if these tips don't help, talk to your doctor. Medication can do wonders, but if you're not into that, a Winter gym membership is also an option. Run outdoors when the cold weather is bearable, but know your lungs' limits so you can hit the gym's treadmill when temperatures are too low.