From my perspective, the most critical winter threat is the freezing of my roots. As an azalea, my roots are shallow and fibrous, spreading out wide but not deep. A hard freeze can turn the soil to concrete, locking my roots in ice and preventing them from accessing any residual moisture. This leads to desiccation—I essentially die of thirst. A thick, 3 to 4-inch layer of mulch, like pine needles or shredded bark, spread over my root zone (but kept a few inches away from my main stem) acts like a warm blanket. It regulates the soil temperature, prevents rapid freezing and thawing cycles that can heave my roots from the ground, and conserves precious moisture.
I enter winter best prepared when I am fully hydrated. A sudden deep freeze when my cells are dry is catastrophic. The water inside my leaves and stems expands as it freezes, rupturing cell walls and causing the brown, dead foliage you see in spring. Therefore, please provide me with deep, thorough watering in the late autumn, right up until the ground freezes solid. This is not about encouraging new growth, which would be vulnerable, but about ensuring my existing tissues are plump with water. Well-hydrated plant cells are actually more resistant to freezing damage.
Winter sun and wind pose a unique double threat. On a bright, frigid day, the sun can warm my leaves enough to trigger transpiration (the process of losing water vapor). However, because the ground is frozen, my roots cannot replace this lost water. The wind accelerates this moisture loss. The result is severe leaf scorch and desiccation. For my evergreen varieties, a physical barrier like a burlap screen erected on the windward side (southwest is often worst) can break the wind. For my more tender brethren, or those in exposed locations, an anti-desiccant spray applied in late autumn can coat my leaves with a protective waxy film, dramatically reducing moisture loss.
Where you planted me initially is a primary factor in my winter survival. If I am situated on a windy hilltop or in a low spot where cold air settles, I will experience significantly more stress. If I am in a container, my roots are exponentially more vulnerable. For potted azaleas, my need for protection is absolute. I must be moved to an unheated garage, shed, or placed against the sheltered foundation of your house. Mulch should be piled high over the pot itself to insulate it. For those of us in the ground, a strategic planting location next to a wall or fence that offers a windbreak makes all the difference for my resilience.