The dynamical characteristics and the thermal analysis of water absorbed in filler-free Nafion and in silica or zirconia phosphate Nafion composites, between 20 and -50 degrees C, were investigated by NMR and DSC techniques. Self-diffusion coefficients and longitudinal NMR relaxation times (T(1)) put in evidence a fraction of water freezing at subzero temperatures. The complementary water fraction remains in the liquid state at least down to -50 degrees C. The freezing point (T(f)) depends on the initial water uptake of the electrolyte membrane and, for similar uptake values, water mobility is favorite in composites systems respect to the filler-free Nafion. By DSC thermograms the hydration water molecules number per sulfonic group in the filler-free Nafion was estimated, obtaining 8 molecules/SO(3)(-) group. In the Nafion/Zr(HPO(4))(2) composite, instead, the number of hydration water is about 20 molecules/ionic group, because of the acid nature of the zirconia particles. Below T(f), the presence of this nonfreezable water fraction allows proton transport, and therefore ensures ionic conductivity also at subzero temperatures.