It's been dancing around 17 degrees in Boston lately as a low and I'm still growing and eating delicious lettuce and arugula. Crazy! This is the first year I've done this and I wish I'd started a few years ago. It's so easy. At night I cover the lettuce and arugula beds with a floating row cover (vegetable quilt). I put it over wire hoops and hold it down with rocks or hooks.
Just make sure you grow frost-tolerant lettuce like this freckled romaine (click here). The majority of my seeds come from Botanical Interests. And Gardeners.com sells great season-extending products at great prices (follow this link). (I think the bottom shot is Red Sails.)
Earlier this year: the Pea-Pea Teepee (snap peas from botanical interests)