Have you ever had this happen to your car window? Could it be the cold weather?

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The other day I was on my way out to meet people for a bus trip to Atlantic City. I got in the car, closed my door, and at that moment, the rear passenger side window shattered into a million pieces. I was furious as I have a ton of other things that need fixing with my car, plus I had a strict timetable to meet a bus that would leave without me. Luckily I was able to tape a garbage bag to the window, borrow a car, and get there on time, but yikes! Now, a few people had told me that cold weather could do this. It had not been above 20 or so for a few days when this happened. However, other people told me that was not the case. One had gone to school further north where it is colder than that all winter, and never heard of such a thing. So I am wondering why this could have happened. The glass shattered all over, with some of it remaining intact but with cracks all through it. (The glass separated when I tried to remove it. More tiny little pieces). It is not like there was a hole where something hit it or something. So I am really at a loss to explain how this happened. Has anything like this ever happened to you?