Gloves for real cold

Leather on its own stops wind but holds little heat. Warmth comes from the lining trapping a layer of air against your hand.

Fit matters

A glove that's too tight squeezes that air out and feels colder. You should be able to make a fist without the leather pulling across the knuckles.

Warmth also depends on how long you're out and whether you're moving. Each pair's own details say what it's lined with.