Why does fuel economy change with the seasons?

I've been keeping track of my fuel consumption since 1994. Every time I put gas in my car, I write down the date, how many miles I've driven since my last fill-up, how many gallons it takes to top off the tank, the price of the gasoline, and the location where I bought the gas.

One thing I've noticed since I started keeping records: I get better mileage in the Summer than I do in the Winter.

Here in Northeastern Pennsylvania there's a huge difference between Summer and Winter. Summer temperatures routinely hang in the 80's and sometimes 90's, while in the Winter daytime temperatures can stay well below freezing for days or even weeks at a time. Summers are usually quite humid, and Winters are usually very snowy.

I've discussed my variable mileage with a lot of people over the years and I've heard several theories as to why this is. The most persistent one, and one that I heard repeated recently on the Car Talk radio show, is that cold Winter air is more dense than hot Summer air. Your car needs to expend more effort to plow through the denser air.

OK, sounds reasonable. But yesterday I dug up an archived question to Car Talk from 1997 on this very topic, and they gave several different answers - different Winter driving habits, less efficient combustion, and a few others that I don't remember - but never once mentioned the "air density" theory. Interestingly, none of these theories were mentioned in the more recent broadcast.

So, what is the answer? Is there any one answer? Is anyone else keeping records of their mileage that we can compare?