Younger kids
Winter dance by Marion Dane Bauer; illustrated by Richard Jones

The change of season approaches and a young red fox questions what to do to be ready for winter in this lovingly rendered picture book. The fox looks for help from different creatures of the forest - a caterpillar, turtle, bat, squirrel, goose, snowshoe hare, and bear. Each of their answers reflects the innate behavior of their species. Eventually, another red fox shows up with an idea that may surprise, but is based in fact.
Once upon a winter day by Liza Woodruff

A fun book for kids to learn about animals in winter, and one that will inspire their own winter stories. The illustrations on each page set up puzzles and possible solutions as readers travel along with Milo on his outdoor adventures. The boy makes discoveries in the fields and woods, observing natural clues left by different animals, which invites kids to ponder over all the activity seen, and predict what the animals were doing.
Tracks in the snow by Wong Herbert Yee

A little girl follows mysterious tracks in the snow, wondering who made them. Readers join animals of the woods peacefully watching her as she goes out across the yard, along a frozen pond, over a snowy bridge, and into the woods. Along the way, she makes a snow angel and examines the hole of a hibernating woodchuck. Ultimately, the trail leads her home and she realizes that she was the one who made the mystery tracks the day before!
Older kids
Owling : enter the world of the mysterious birds of the night by Mark Chester Wilson

Nineteen different North American owl species are dramatically depicted nesting, flying, hunting, and catching prey. Facts about the birds' silent flight, remarkable eyes and ears, haunting calls, and fascinating night life are included. Kids will learn how to spot owls; identify their calls, plumage, and pellets; as well as how to carry on a hooting conversation with a nearby owl.
Bugs and bugsicles : insects in the winter by Amy Hansen; illustrated by Robert Clement Kray

Have you ever wondered what happens to insects in the winter? Read this award-winning book to find out.
Thanks to Laurie Pleshar for providing the list.