Of American-English origin, the phrases a cold day in July and a cold day in hell refer to an impossibly distant time or to an extremely unlikely scenario.
A COLD DAY IN JULY
These are, in chronological order, the earliest occurrences of the phrase a cold day in July that I have found:
1 & 2-: From the column Capital Gossip, by ‘Potomac’, published in the Savannah Morning News (Savannah, Georgia):
1-: Of Friday 10th June 1881:
Washington, June 8.—There is to be a new feature in Washington journalism in the shape of an afternoon paper, in rivalry with the Star. […] Not being able to head off or refute the Star’s publications and exposures, the gang of thieves who run the Republican have decided to establish an afternoon paper in opposition to it and try to break up its business. They have purchased the Critic for this purpose. […] The new Critic […] is to be anti-Star and anti-administration. Allow me to remark that it will be a remarkably cold day in July when either the Star or the administration is in the smallest degree affected by the new corruptionist organ.
2-: Of Thursday 10th August 1882:
Washington, August 8.—[…] The Grant family has always been noted for its alacrity in feeding off the government. They also make the government aid them when they want to push their private schemes. […] It is a very cold day in July when any member of the Grant family gets left when the government teats are sucked.
3-: From a letter published in The Daily Journal and Republican (Freeport, Illinois) of Friday 4th May 1883:
Who ever heard of any one getting a bargain at an auction? It is a “cold day in July” when you do.
4-: From an article about fishing, published in the St. Louis Globe-Democrat (St. Louis, Missouri) of Sunday 22nd July 1883:
The Central District police can muster quite a squad of amateur anglers. Officer Joe Mason spends every Sunday at Little Lake, Creve Cœur. He has rigged up a sort of flatboat, twenty feet long, and anchors mid-lake. “The consequence is,” as he says, “it is a cold day in July when I can’t hook enough to make a meal for several families and gather up twelve baskets of fragments besides.”
5-: From The Atlanta Constitution (Atlanta, Georgia) of Saturday 13th October 1883:
Another Weather Prediction.
From the Eastman Times.
The Macon Daily Evening Graphic is to be revived in a few days, and it is said that it will be a “red hot Blount paper.” In our opinion it will be a cold day in July when the Telegraph and Messenger “sees that Colonel Blount does or is retired at the expiration of his present term.”
6-: From this advertisement for Kaufmanns, “reliable one-price clothiers”, published in the Pittsburgh Commercial Gazette (Pittsburgh, Pennsylvania) of Monday 12th November 1883:
HAVE CHANGED DECIDEDLY.
BEFORE LAST WEEK’S ELECTION
EVERYTHING WAS TOPSY-TURVY AND EVERYBODY AT SIXES
AND SEVENS. THE GREAT CRY AMONG THE DEMOCRATIC
LEADERS WAS: “LET THERE BE HARMONY,” AND
THE UNIVERSAL TEXT AMONG REPUBLICAN
LEADERS WAS: “ANYTHING TO
THE HOT FIGHT IS NOW ENDED,
AND THE PEOPLE HAVE
BEGUN TO BUSY THEIR ACTIVE
MINDS WITH OTHER THAN ELECTION
THOUGHTS. WE WANT EVERYBODY TO
MAKE A NOTE OF IT RIGHT HERE THAT IT
WILL BE A COLD DAY IN JULY—INDEED, MERCURY
ITSELF WILL FREEZE, WHEN SUCH GRAND BAR-
GAINS AGAIN WILL BE OFFERED AS THIS WEEK AT
A COLD DAY IN HELL
These are, in chronological order, the earliest occurrences of the phrase a cold day in hell that I have found:
1-: From Sarjint Larry An’ Frinds (Manila: The Escolta Press, 1906), by the U.S. author Chauncey M’Govern:
Indade I wasn’t at all afraid dat she would be kilt in de bombardment of de place—because Oi knew dat Moros always seem to know when a fight is going to come off an’ in loads of toime dey gets all deir women folks off to a place where it would be a cold day in hell when de Yankee boys would foind dem.
2-: From Sammy to Aussie, published in several Australian newspapers from August to October 1918—for example in the Gippsland Standard and Alberton Shire Representative (Alberton, Victoria) of Wednesday 21st August:
SAMMY TO AUSSIE.
The verses, entitled “Aussie to Sammy,” welcoming Uncle Sam to the Western front, which appeared in “Aussie,” the Australian’s paper, were reprinted in the “Stars and Stripes,” a paper published in France, for the soldiers of the American forces. The following lines appeared in answer to the welcome in the lastnamed paper:—
We thank you “Old Aussies,” and here’s our hand on it,
To know guys like you is a pride;
The “cut of your jib” and the slant of your bonnet
Show there’s plenty of grit ’neath your hide.
You’re spick and span “sojers” and fighters as well;
As we’ve gathered by reading about you;
And we know it will be a damn cold day in hell
’Ere the Hun from a sector can rout you.
3-: From Misery’s Gift, a short story by Jeff Cralle, published in several U.S. newspapers in December 1933 and January 1934—for example in The Evansville Courier (Evansville, Indiana) of Sunday 10th December 1933:
The big rancher’s eyes flashed ominously, “I told Misery he was one of my men, and by God he is! There ain’t nobody goin’ to hang him without my say-so. It’ll be a cold day in hell when Jim Haines can’t look after his own!”
4-: From The Stricklands (Boston: Little, Brown and Company, 1939), a novel by the U.S. author Edwin Lanham (1904-1979):
“You ought to know that you can’t go around stirring up the niggers and the poor white trash and git away with it. The white men of this county ain’t going to stand fer it and they ain’t going to stand fer your Red ideas about unions and white men and niggers both in it. We know how to handle niggers here and they’ve got a place and they stay in it and it will be a cold day in hell when we stand by and let somebody stir ’em up with Red ideas. I tell you, Jay, there’ll be trouble. Don’t you lose your head.”