According to Weather.com, Florida dropped to 2 degrees below zero on Feb. 13, 1899, in Tallahassee.
This occurred during an Arctic outbreak during which numerous all-time record low temperatures were set, including Washington D.C. (15 degrees below zero); Atlanta, (9 degrees below zero); and Dallas (8 degrees below zero). Flurries were even reported from Tampa to New Orleans during that massive outbreak.
The only state that has not seen a subzero temperature is Hawai'i. The coldest temperature recorded in Hawai'i is 12 degrees at the Mauna Kea Observatory, which is at an elevation of 13,796 feet, on May 17, 1979.
Check out the Coldest Temperatures Ever Recorded in All 50 States at Weather.com.