In the past (for the hutch) I have put a layer of straw on the floor and then cardboard on top for insulation. I also recall lining the walls in a similar way - think we used an industrial style staple gun to fix it.
These days the rabbits live in a kennel/run and I don't think it is quite as cold. In fact even in the old days, despite all the wintering stuff I use to do, they would sit outside anyway. Think a few people have said similar.
I think provided they are dry and draft free, rabbits cope very well with the cold. The thought they are cold bothers us more than the bunnies
Water freezing is another issue and can be a problem. Just have to make sure it is regularly checked and changed.
The logistics is often a faff with frozen water pipes etc. I also make sure I have a stack of litter trays prepared (just paper lining and hay), so that I can get everything done quickly.