Aside from the physiological symptoms, there are a number of strange cognitive symptoms that victims display as their body temperature drops:

Mood changes, irritability and/or social withdrawal
The victim experiences changes in mood, becomes more irritable and expresses a strong desire to be alone. This is an early warning sign that groups of mountaineers and explorers are taught to look out for.

Decreased mental function, poor decision making, indecision, irrational behavior, confusion and forgetfulness
Quite often, upon discovering the body of someone who has died from hypothermia, there is evidence of strange actions being taken in the room or house. This can often be furniture rearranged, household items like electrical appliances found in bizarre places like fridges, and other evidence of irrational behavior.

Acting "drunk" and incoherent
As the hypothermia starts to become moderate, the victims behavior becomes more bizarre and often incoherent. They will ramble, stumble, fall, and will often become aggressive and confrontational.

Removal of clothing (paradoxical undressing)
As deep hypothermia sets in, one of the more disturbing symptoms takes place. As the central nervous system starts to shut down, the muscles relax, allowing a surge of warm blood to envelope the body, This hot flush leads to a sudden urge to remove all clothing. People coming across the body of a hypothermia victim will often mistakenly believe that they have been sexually assaulted prior to death. This mistaken belief is only reinforced by the next disturbing symptom.

Hide and die (terminal burrowing)
As the final stages of hypothermia dawn on the victim, they will seek out a narrow, "safe" place to "hide" before they pass away. Very often, victims will be found in a wardrobe, under the bed, or behind furniture - reinforcing the notion that they were killed and an attempt was made to hide the body. 
There a number of theories as to why victims do this. The first is comparing the victim to animals who seek small, claustrophobic spaces to hibernate for the winter - the smaller the better in order to minimize heat loss. 
The second is darker; that the victim subconsciously is fully certain that death is imminent, and thus an primitive automatic response triggers that causes them to seek out a "protective" place of rest. This made me think of when my pet cat died a few years ago - in the hours before his death he hid under the couch and that is where he passed.

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