Peacock bass and alligator gar can NOT survive freezing temperatures. They're tropical species, and are actually quite susceptible to freezing to death.
Some very well-known coldwater fish include lake trout, brook trout, Arctic char, grayling, arctic whitefish, burbot, sterlet, and lake smelt, but really any freshwater fish found more than 60% of the way up the northern hemisphere has to be cold tolerant... even if they will fail to thrive for long periods of time, most of them have the ability to survive temperatures nearing freezing.
If you're asking for freshwater aquarium species that are cold-tolerant, it's probably mainly cyprinids (carp, goldfish, dace, rosies, white clouds etc), although there are some specialist keepers out there (and on here) working with trout, sterlet, Siberian sturgeon, high-fin sharkminnow, and burbot.
Mosquitofish are also pretty cool, but most people find them drab and puny. I remember reading a story, it may have been on MFK, of someone who dumped a bunch of mosquitofish into a stock pond in their backyard during the summer and forgot about it until winter. Upon looking back, the mosquitofish were swimming around under the ice, picking at the hair algae.