No "damage" in terms you can really quantify. Running thicker oil in cold temperatures (especially if you are not a gentle driver when the engine is still cold) will cause premature wear of bearing surfaces in your engine. It's not the sort of damage that will immediately wreck an engine. Depending on how you drive it using heavy oil in the winter may have almost no effect or it may shorten the life some (wild ballpark figure of 10%). It would only get to a noticeable number like that if you did it every winter and got on the highway immediately without warming the car. That is the reason to use thinner oil in the future, but if you're worried about a car that spent a winter or two on 10-30, don't sweat it. The difference in wear, especially if it hasn't been every winter for 100K miles, is pretty minimal. Regular oil changes and other basic maintenance means a LOT more in terms of the health and longevity of the car.
Wow, thank you for the very thorough reply. Are these the same bearing surfaces that are commonly work out on wrx engines? I have seen people say that their bearings went out or they spun a bearing or something?
Yeah, mostly rod bearings (which I have spun ). Also the main bearing and cam-shaft bearing surfaces, though as readymix points out the rod bearings are more likely to sustain damage. The inadequate oiling system that causes bearing failure won't necessarily make driving on thicker oil worse. It might if you drove it hard where it's inadequacy shows up, but with gentle driving, even with thick oil in cold weather it should be no different than any other car.
