Don't know about being completely shattered, but cracked windows are very possible.
They drive in Canada/Russia/Sweden (take your pick) without breaking their windows
Actually they don't, at least going by the number of cars with cracked windscreens I've seen in Edmonton in the winter. Usually cracked about 10cm from the base, width-to-width across the windscreen, where the hot air causes a strong temperature differential. Very common.
I had a rental car with a small crack in it once and at -15C and 90km/h it decided to crack some more. Luckily it just made a noise as the crack widened, the windscreen didn't implode, but I drove the rest of the way back to the airport very, very gingerly indeed with the front vents turned off.