tinyE: That was a serious question, could people from the United States please stop answering it? :P
Dunno what your problem is with your fellow Americans, but if you want a serious answer to your question about the dangers of the cold, typically the games aren't cancelled in football unless the weather conditions are extreme, such as a blizzard or a hurricane, and even at that it's mostly because it interferes with the stadium, equipment, etc. The players themselves have gear specifically made to keep them warm and to prevent frostbite from all the sweating (I don't know exactly what they are and what they do).
On top of all that, playing in extreme conditions has been shown to boost ratings. I guess people like the "hardcore" feeling of the game or whatever.
As far as European sports go, the regulations, from what I've seen, are basically the same. It mostly depends on the sport. Golf, yeah, you just can't possibly play in inclement weather. Cricket, same thing. Pretty much all the other serious sports are indoor sports with the exception of rugby, which lives by the rule of "screw everything, we can afford to kill a few men" anyways, so not many regulations exist unless it's a life-threatening disaster. Typically the regulations are a teense more strict for the college teams and less so for the pros, although I'm not sure if this particular difference rings true across the pond or not.
Done editing. NOW you can complain.