This is a short story that I probably read about five years ago, certainly within the 21st century, as part of a collection. I think the setting was somewhere in the UK. Earth had frozen over, although I don't remember exactly why. It wasn't at the level of the air freezing à la "A Pail of Air", but just far below zero. The protagonist is male, at least college aged, and has a male roommate of a similar age.
He sends his roommate out for supplies and, when the roommate hasn't returned, goes out to find him. He finds his roommate dead, I think non-violently but just succumbing to the cold, with the body already looted. Lacking money for further supplies, he decides to just start walking. He happens across a building where there's a woman dancing in exercise gear. She's severely frost-bitten, I think visibly missing fingers and toes, but is dancing frantically nonetheless. I want to say the protagonist described her as being in her 30s and not very attractive even not accounting for the missing digits. But, with nothing else left in his life, he joins her dancing and the story ends.
Part of me wants to say that this might be by T.C. Boyle, but I've had no luck finding a matching story by the author.