I have 8 Buff and 2 Light Brahmas. I live in Northern Wyoming, not too far from Yellowstone Park. I have had no winter time issues at all with them.
See? Doing great! They are all pretty calm and laid back, too. Good layers - this being their first year laying they produced all winter, although that's fairly common with pullets and I don't know how they'll lay next winter. I really like them! They do tend to drag poop into the nest sometimes with those feathery feet, but a quick wipe down and the eggs are just fine.