be chilled to the marrow
To be very cold. ("Marrow" is the soft tissue found inside bones.) After shoveling snow for hours, I am just chilled to the marrow. We were chilled to the marrow after being subjected to the wind from the mountain.
chill (one) to the marrow
1. To make or be very cold. A pronoun does not have to be used between "chill" and "to." ("Marrow" is the soft tissue found inside bones.) After shoveling snow for hours, I am just chilled to the marrow. The wind from the mountain chilled us to the marrow.
2. To cause one to be very scared. In this usage, a pronoun is usually used between "chill" and "to." The sight of blood just chills me to the marrow.