If by winter you mean with a hard frost, no. I have read reports that some wild chitipins in Texas survive light frost. The top of the plant dies off but regrows from the roots.

John

There is a wild Tepin on the Texas Gulf Coast that can survive a light frost, that is 28F, plus does well in salty soils

I have had my peppers in pots survive 28 degrees. They were mature peppers of all types, however I can't swear that where they were actually got down that low. I wouldn't recommend that you try it with a treasured speciman.

Several of us on this list winter over our Pepper plants indoors in pots, then cut 'em back to the central stem and replant outside when the soil begins to warm. I prefer this to reseeding as they begin flowering and producing sooner.

Indoors, branches get cut back during the winter as leaves begin to dry out - from forced air heat. I look for signs of aphids in January, which are drowned by dipping whorls of leaves in bowls of warm water. I can't wait to plant out - so I'm going to begin setting plants out during the day soon.

Peppers are often perennials in their native environment, but most gardeners grow them as annuals.