I remember reading that window boxes with bulbs weren't too successful in cold winter climates because of the thaw/freeze cycle.

It might work if you can move the boxes inside to a garage or other place where the temperature does not dip below freezing but stays very cool.

I agree with what Eimer and irisgal said. Either extreme cold or freeze/thaw cycles will damage bulbs in something as small as window boxes. I haven't managed to be successful with something like a large whiskey barrel even, but I have been successful at planting in smaller pots that will be kept cold, but just above freezing. I think you can get window box liners so that you can have evergreens in the boxes for winter and then just pop them out and drop in the new boxes with the bulbs. If you have a couple bunches of window boxes with different varieties that bloom early and late, you can even have a succession of different bulbs in the boxes. Pansies also are great for spring window boxes since they tolerate frost well.