I had several Apple, a couple Cherry, Plum, and Crabapple trees at my previous house. I used to prune all the fruits trees in February or March, if the snow wasn't too deep.

The Sunset "Pruning Handbook", which I purchased over 20 years ago, says this about Apple trees: "The time to prune apple trees is in late winter or very early Spring before new growth starts."

Most trees should be pruned right about now. The notable exceptions are maple and birch.