some go deep, some die, all leave cocoons behind that will hatch a new population when conditions permit - you can help things by digging the bins into the ground aways and insulating around and on top of them before things freeze, like w/ bales of straw, and you'll extend the active season for them

Bill

Hi Lizzie..

I am in zone 2/3 Alberta and being we had a very mild winter here..In January I was digging in my compost bin just being curious to see what happening in there..To my amazement I found a whole load of compost worms, and earth worms.. So I dug all around the inside of my composture and slid in some Syrafoam to help protect them for the remaining of the winter..
I also bought some of them in and they are doing well.I will put them back out side onces it warms up more..
So as to where do they go well some are smart and head down into the ground, some keep on working providing theres food for them to munch on...But they will always come back up if theres food for them to feast on...

Happy Vermicomposting..