In the 30's Ibex wool, wind block pants. I wear them for x country skiing and snow shoeing, too (with long underwear when it's really cold). Sometime I wear my knee length wool ski socks instead of regular wool cycling socks.
In the 40's I have a pair of Hind fleece lined tights that are great. I don't think they make them anymore. I usually start wearing them when it's in the low fifties. Between 50 and 65 I wear knee or leg warmers.