Actually, that depends. Most batteries used to be made of zinc-carbon, which did last longer when stored at colder temperatures. But, that doesn't apply to today's alkaline batteries - so with your typical non-rechargeable battery, it's better to store it at room temperature. Most battery manufacturers don't recommend storing any batteries in the fridge these days: the benefits are too small to be worth it, and the moisture in your appliance could corrode the casing or terminals (and who wants a toxic leak in the fridge!).