I live in a cold climate where the temperature is freezing and I need helium balloons to last over night before I need them. Should I bring them in the house or leave them in the cold car?
Doesn't matter as generally a gas needs pressure to even approach freezing and will not lose volume under the conditions you outline.
Helium has the lowest freezing point of any gas I can think of.
If you are concerned about the tendency of helium (and other light gases) to leak from balloons, then they will be better off left in the cold. The dispersion pressure of helium reduces with lower temperature.