I keep a large container of worms outside all winter. By large it is 3 feet wide 2 feet deep and 8 feet long. I make sure as winter hits it is almost full and then pack straw all the way around for insulation. I went out 2 days ago to check on things and the worms were fairly active, roughly six inches below the surface. It pays to have your setup where it can get sun to help offfset the cold. They will slow down considerably but they have wintered over well for two years. They really explode in activity and hatchings as soon as spring temperatures hit.