Cold Battery

Turning on the headlights for a few minutes can help in starting a car when it is so cold that the battery will not crank the engine. Turning on the headlights causes some current flow through the battery. This current flow causes some warming of the battery. The warming will allow the battery to put out more power.
Leaving a trickle charger on the battery overnight not only ensures a fully charged battery, but a warmer battery as well. This really helps when it is very cold (<-20° F).

Anyone have read data on this one. It sounds to me that is not not likely, but I am not ready to totally reject it.

I’ve heard the headlight story before.
Lead-acid batteries are temperature sensitive, especially when they get older.
The heating occurs in the core of the battery, right where the active ingredients are.

The OP is correct. However if the battery in question has a dead cell, or is close to completely discharged the affect of a bit more heat might not be enough.

I worked a AAA towing truck one winter in Ithaca NY and made a lot of cold weather “no start” runs. Before hooking up the cables to jump start the car I would always get in and give it a try. Many amazed folks when the motor slowly turned over and caught fire. Didn’t always work, but surprising how often the cars did start. Some quick paperwork and I was on my way to the next call.

circuitsmith"The heating occurs in the core of the battery, right where the active ingredients are."
Heating has nothing to do with it; otherwise just run the starting motor for 30 seconds — more battery heat is generated than by using the headlights. And the "active ingredients" are not "in the core of the battery" — in fact, that is the problem. At very low temperatures the current carrying ions in the electrolyte settle out and the upper part of the electrolyte becomes more water-like while the lower portion of the electrolyte becomes more acidic. Applying the headlights causes mixing of the electrolyte without overly depleting its ion content.
1) Electrolyte Mixing Acid stratification puts the stoichiometric, or electrochemical, relationship within a lead/acid battery out of balance. Stratification results in the upper third of the battery containing mostly water, while the bottom third has a greater density of sulfuric acid. This situation has a negative impact on the battery's performance.