Our winters go pretty cold, only gone below freezing a couple of times. Our biggest issue is the rain. They were originally outdoor bunnies but when introducing them to each other and with one having been ill and didn't develop her winter coat we've decided to keep them indoors.
We're hoping to move in the new year to a house with a brick shed where we're thinking of housing the bunnies with a tunnel going to a run outside, so they maybe don't need the sheltering after all except for the run to have a sun/rain shield. Will have to see how cold the shed can get and if we can install a heater in it or just make do with used quilts to pad it out.