Dave,
The county park I stay in during the summer is open all year for rv'ers and campers alike, but come October 15, the water is shut off and you have to haul your own water in whatever size containers you can handle. Yes, pipes do freeze, so you need to take special precautions to prevent it. May take nothing more than an incandescent lamp in one of the bays or some electric pipe wrap. Most full-timers put some type of skirting around the lower portion of the rv to help tame the wind, rent large propane tanks, and have rigs with dual-pane windows and better insulation. There are no sewers on site, so dumping of grey and black tanks is another problem (challange?), for snow may prevent you from driving to the dump site. Then, a blue boy is your only option, and not a fun one in the middle of winter. Even if there were sewer connections, your hose would freeze up with less than desireable results. Trust me on this one! Electric space heaters are good to have, as is an electric blanket or mattress pad. That way you don't have to keep the whole rig toasty warm at night while sleeping. You can't count on the electric being on 24/7 due to seasonal snow/ice storms, so a genset is a necessity. I bought an LP catalytic heater that's safe for indoor use, and that's helped a lot when you don't feel like running your furnace(s) constantly. Also good to take the morning chill off even when not in a cold climate.
It certainly can be done and many have, but it takes a little planning and some warm clothes - style be damned ;D