Iceland's volcanoes have indeed done that quite a few times. Eruptions connected with Laki in particular have been nasty, the 970 eruption was reported to have frozen the Tigris and Euphrates in central Iraq, and the 1783-1784 eruption froze the Mississippi at New Orleans and there was ice seen floating in the Gulf of Mexico. Which is even more impressive when you realize that the closer a volcano is to the poles, the harder it is to alter climate suchly; Iceland's volcanoes give off abnormally high levels of SO2 (also, really unfortunately from a local perspective, HF). Laki's 1783-1784 eruption, for example, gave off a whopping 120 million tonnes of SO2 and 6 million of HF, 6 times more SO2 and orders of magnitude more HF than Pinatubo, the largest eruption of the 20th century.
The problem with that, however, is that these effects are only short term. Meanwhile, volcanoes also give off CO2, which contributes to warming and last much longer. So they provide short-term cooling but long-term warming.