We turn off the water, shut down the water heater, set the heat at 48 degrees, use a monitor that calls us if the temp falls below 45 degrees, put the phone on forward to the cell, suspend cable and data, call the security company, notify the police, have a friend check the house periodically, have the same friend drive up and down the driveway any time it snows (he goes by our street to and from work), forward all the mail to our winter location, set up timers for normally used lights, set a few mouse traps in attached garage (have caught a couple over the years) and hope each year is as trouble free as the last!
I always worry a little about a thermostat keeping the heater running constantly as it happened to my parents once. Haven't come up with a solution for that worry. but the friend is usually by the house every other week.
I'm sure there are other risks, but we're pretty comfortable leaving. Hope the list helps!