Winter injury is often due to cold wind pulling moisture from leaves, rather than from leaves actually freezing. It has become a fairly common practice to spray evergreen shrubs with substances known as antitranspirants or antidesiccants, waxy coatings applied to the leaves to reduce the loss of moisture.
Results are mixed. Winter injury can still occur, especially if the plant was not well hydrated for starters. Often people wills top watering at the onset of cool weather, not realizing that a plant still needs moisture around its roots. Once the soil is frozen, the shrub may no longer be able to extract moisture (depending on the depth of the freeze), and this is why it can be important to reduce the rate of transpiration.
Antidesiccants are shown to be effective, but will probably need to be reapplied every couple of months. It's not difficult to do yourself. Shrubs exposed to a lot of cold wind and bright sunlight are at most risk. Shrubs with protection from the sun and wind may be fine without a spray.
Often the type of injury that antidesiccants help to alleviate is purely cosmetic—browned or wilted leaves will be covered with new spring growth. However, winter dessication of newly planted shrubs can result in their death.