A couple questions will help sort things out.
How long have you had the chickens?
How large is the coop?
Are you running a heat lamp or other heating device in it?
Answers to help in the mean time...
If you have just gotten them and they have never gone in on their own they need to be taught that they need to go in. To do this leave them in the coop for a few days. Do not allow them to go out during this few days. They will then see the coop as a safe home. If they had been going in then stopped there is another issue at hand.
If you are heating the coop...stop. My hubby was concerned about the chickens being cold so put a sealed oil heater in it. They all hated it and stayed as far away from it as physically possible. See if removing the heat helps. Chickens over heat fairly easily and having a winter coat on as well as higher natural temp can make a heated coop unbearable to be in for them.
If the coop is small they may be at the age they require some more space. Only solution is to give them more space. Make sure wherever they are sleeping has good head space above the roosts. To close to the roof can cause moisture to build up and contribute to frostbite on combs. I personally keep my roosts at 24 to 33 inches from the floor in a full sized walk in coop with an 8 foot roof. Minimum space in my opinion would be 2 foot from roost to roof.
I hope this helps you out.