Extreme environmental perturbations offer opportunities to observe the effects of natural selection in wild populations. During the winter of 2013-2014, the southeastern United States endured an extreme cold event. We used thermal performance, transcriptomics, and genome scans to measure responses of lizard populations to storm-induced selection. We found significant increases in cold tolerance at the species' southern limit. Gene expression in southern survivors shifted toward patterns characteristic of northern populations. Comparing samples before and after the extreme winter, 14 genomic regions were differentiated in the surviving southern population; four also exhibited signatures of local adaptation across the latitudinal gradient and implicate genes involved in nervous system function. Together, our results suggest that extreme winter events can rapidly produce strong selection on natural populations at multiple biological levels that recapitulate geographic patterns of local adaptation.