Jodi, our winter temps avg in the twenties but we have had some cold nights, down into the 13-15 degree range. Young fig trees need protection. I wrap burlap sacks around them and then a layer of foil insulation you can buy at one of the home improvment stores (it is reusable). This has always provided adequate protection for my youngsters. Also, as you observed, my trees are planted up against a cinder block wall that forms the fence between our home and the neighbor's house. So there is a little micro climate going on there that insures more protection. When your trees go dormant, it is essential that you tie the branches of the tree very close to the trunk so that you don't need much in the way of materials to insulate the trees.
An elder Italian man who lives in Albuquerque would go to extremes to protect his larger trees by going to the appliance stores and asking for the refridgerator boxes they would throw out. He also recommended watering his in ground trees a little every week during the winter months even though they were dormant.