During the winter some of the worst damage to plants is caused by wind, rather than cold. Shrubs and young trees may suffer from "wind rock", where the plant is tossed around so much by the breeze that its roots are loosened. To avoid this make sure plants are well-firmed into the soil and, if necessary, stabilise with stakes and tree-ties.
Heavy climbers can pull their supports down if they are not carefully tied in, and if the trellis or framework is not sturdy enough for their weight. Trim back wind-catching growth at top and sides. If you don't want to prune your roses properly until the spring, give them a preliminary tidy-up by shortening their stems.