Even in the late fall and winter, plants, especially broadleaf trees and shrubs, still exhale, or release moisture. Meanwhile the seasonal winds wick that moisture away. Later, when the ground freezes, plants are not able to take up water to replace the moisture that’s been lost.
So what can you do? Water as long as you can to keep the plants well hydrated and to prevent the soil from drying out, right up until the ground freezes. You can also locate plants in areas that are protected from winter winds, especially if the plant is marginally hardy in your zone, is broadleaf or is too large to wrap in the winter. (Sometimes a little burlap around an evergreen shrub can make all the difference.)
Here’s an example of the difference that location makes. Two southern magnolias were planted next to a high-rise condo, on the side of the building where winds are constant and very cold in the winter. The trees perished and the replacement trees are limping long. Across the street another southern magnolia is planted behind a much shorter building, out of the wind and in the middle of a parking lot within a generous garden. That tree is sheltered from the wind, it gains heat from the parking lot and it has ample room for root growth and soil to maintain water and nutrients. It is thriving.
Image by Kate Nielsen Photos – Own work, CC BY-SA 3.0