There is an old,old saying : "The healthiest chickens come from the sorriest coops. " I take this to mean that they were likely to not be tight structures. I have heard of people even in southern Canada raising chickens in three-walled coops that face south. There would have to be considerations such as roof overhang being great enough to keep rain from a south wind blowing in and soaking the litter which would be really bad. Also it would have to have far better protection than chicken wire for the openings. I would not do one in Canada in spite of what I have read about, but no doubt most of the 'lower 48 states' would be ok for most winters if enough things were taken into consideration. Again, their combs ,toes, and wattles can freeze, even in a closed coop.
I did 4 walls with two gable vents, one central turbine vent, and continuous soffit vents both sides. It can be closed completely and still breathe without any drafts near the chooks where they roost. If it was going to be below 20, I would put a heater out there to prevent frostbite. I am closing the turbine vent this week until March via a garbage bag anyway.