Despite winter dormancy, trees and shrubs can suffer severe injury over the winter months. Most winter injuries are associated with cold temperatures. Low temperatures injure plants more often than high temperatures. However, extreme temperature fluctuation is more damaging than prolonged cold weather.

Types of winter injury
Temperature Fluctuation: Extended periods of mild winter weather can deacclimate plants, making them vulnerable to injury from rapid temperature drops.
Prevention: Select and plant hardy species and cultivars.

Low Temperatures: It is possible for winter temperatures to drop below the levels to which plants have adapted. Buds, twigs and entire branches may be killed.
Prevention: Select and plant hardy species and cultivars.
Avoid late-summer fertilization or pruning which might stimulate new growth.

Winterburn on Evergreens: Yellowing, browning and purple discoloration of evergreens in the winter or early spring is usually the result of dessication injury. Dessication occurs when the needles are exposed to drying sun or wind robbing the tree of moisture. Because the roots are frozen, the plant is unable to take up soil moisture to replace that which has been lost.
Prevention: Water evergreen trees and shrubs during dry periods until the ground freezes.
Protect evergreens from wind with burlap screens.

Sunscald: Thin-barked trees exposed to winter sun may develop sunscald. This problem most often occurs on the south or west sides of trees and results in dead, splitting bark. Affected areas may become an entrance point for borers.
Prevention: Wrap the trunks and major branches of thin-barked trees with tree wrap in fall. Remove wrap in spring.

Frost Crack: Rapid temperature changes can cause tissue to expand and contract rapidly resulting in splits in the bark and wood. Generally this injury occurs on the south side of a tree trunk.
Prevention: Plant native cultivars.
Wrap trunks of thin-barked trees with tree wrap in fall. Remove in spring.

Snow and Ice Damage: Heavy loads of snow and ice can cause major structural damage to trees and shrubs.
Prevention: Keep trees properly pruned.
Wrap evergreens in burlap.
Tie or prop branches of shrubs and evergreens.

Salt Damage: Salts used to de-ice pavements can damage trees and shrubs through aerial deposits on branches or salt in the soil.
Prevention: Use salt tolerant plants such as blue spruce where salt is a problem.
Protect plants with burlap screens and wraps.

Girdling by Animals: Mice and rabbits damage young trees in winter by feeding on the bark and girdling the trees. Mice feed below the snow while rabbits feed above the snow.
Prevention: Place mechanical barriers around stem for mice or plant for rabbits.
Use commercial repellants.

more info: http://www.extension.umn.edu/distribution/horticulture/DG1411.html