As mentioned in this answer to another question, I commute all winter in central Vermont with a Giro 9 ski helmet and goggles. The winter weather here has lots of sleet and snow with temperatures mostly in the 5 °F–20 °F (–15 °C to –6 °C) range with sub-zero temps at times.
This Giro helmet [and apparently many recent ski helmets] conform to the ASTM 2040 safety standard. This helmet has very similar construction to my Giro bike helmet (primarily dense foam with a thin plastic shell).
According to this site ASTM 2040 is almost identical to the Consumer Product Safety Council's (CPSC) standard for bicycle helmets, but with additions for mandatory low-temperature performance. Compare the ASTM description to this description of CPSC testing. Both standards require 4 drop tests from two meters height: two onto flat anvils, one onto a hemispherical anvil, and one onto an angled edge anvil. In both standards, the helmet fails if the instrumented head-form exceeds 300 g's on impact. Both standards require testing of chin-straps and roll-off.
Given that the speeds and obstacles (automobiles aside) are very similar skiing and biking, I feel very comfortable wearing the Giro 9 while biking. The construction of this helmet is almost identical to that of my Giro bike helmet (the same gray foam with a thin outer shell), but with a significantly higher foam/hole ratio. As mentioned by freiheit, Giro markets one of its helmets for both downhill skiing and downhill mountain biking.
One nice feature about this particular ski helmet is that it has quite a bit of ventilation via removable rubber plugs in the openings on top. Since we generate a lot more heat biking than downhill skiing, this extra airflow keeps the head comfortable while the eyes and face are protected by goggles.
If you are commuting or riding after dark, be sure to get goggles that aren't too dark. Often clear or colored lenses are available that let through 90% or more of the available light and will let you see the road with your headlights.