The two main culprits that do damage beside snow blowers and plows are critters like voles, mice, rabbits and deer and the weather. Extreme cold, drying winds, heavy snow, fluctuating temps and the sun all can cause damage.
Use light colored tree wraps to protect the bark of young trees or those with thin bark like cherry, crab, linden, maple, plum and honeylocust. Sun exposure later in winter can cause dried, cracked and sunken bark. Use burlap screens or wrap evergreens like yews and arborvitae to protect these evergreens from sun and wind damage. Wilt-Stop is also any option for these evergreens and boxwoods too.
Animal damage is another issue we often face. More damage is seen in colder, snowier winters but also depends on the feeding pressure and animal populations in your neighborhood. Netting can be used to prevent deer and rabbits from getting to plants. Corrugated plastic tree wraps also helps keep deer from rubbing their antlers on trunks and can keep rabbits from chewing too. Hardware screen works well for smaller critters and can be put below soil level too. Finally, be aware of the snow level. As we get more snow the animals can reach higher. Check your plants regularly.