Most people get lower mileage in the winter.

5-15% lower mileage in areas with moderate climates
15-28% lower mileage in cold areas

Cold Engine
  Cold engines take more gas to warm up.
  More idling while you clean off your windows and warm up the car
  Oil viscosity increases causing more internal resistance
  Alternator has to work harder to charge battery

Fuel efficiency
    Fuel atomizes poorly when cold, a richer mixture is necessary to get proper combustion.
    Winter gas blends, started in October or November have more ethanol,
    butane or propane which results in 2-5% lower mileage.
     Laws for the type of mixture vary by state.
    See Summer-Blend vs Winter-Blend Gasoline: What's the Difference? - Popular Mechanics

Tires
  Tire pressure drops - for every 9° f temperature drop pressure drops 1 psi
                  So you will loose 4 psi when the temperature drops from 70 to 32° f.
   Even at the same pressure there will be more rolling resistance because tires must flex
   at the bottom and cold tires require more work to flex.

Aerodynamics
  Cold dense air creates more drag - 
     For every 10 degree F drop in temperature, aerodynamic drag increases by 2%
  Ski racks on the roof
  
Road Conditions
   Slippage on snow
   More bad traffic so more stop and go


Links:
See 9 reasons why your winter fuel economy bites! - MetroMPG.com

last updated 5 Mar 2013