An extreme cold warning has been issued for much of Alberta, including the city of Calgary.

Environment Canada warns temperatures are expected to remain in the –20s C for the next couple of days and the windchill will make it feel as cold as –40 C on Thursday.

An Arctic air mass sitting over the province is to blame for the cold.

"Watch for cold-related symptoms: shortness of breath, chest pain, muscle pain and weakness, numbness and colour change in fingers and toes," reads the warning from Environment Canada.

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Calgarians are being reminded to bundle up as temperatures will be in the -20s C for the next couple of days. (Jeff McIntosh/Canadian Press)

"Cover up. Frostbite can develop within minutes on exposed skin, especially with wind chill."

Anyone working outdoors is advised to take regular breaks in a warm area.

The city also saw 1.7 centimetres of snow fall overnight.

The cold and snow caused some headaches for commuters Thursday morning. Calgary police say there were 36 crashes reported, two involving injury, between 5 and 9 a.m.

And since midnight, three vehicles were reported stolen after being left idling.

A reprieve is forecast to arrive in Calgary on Saturday, when the temperature is expected to reach –1 C.

Calgary also felt winter's icy grip last month when temperatures plunged to the –30s C for several days, causing outdoor New Year's Eve celebrations to be cancelled

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