Container plantings of any kind are more subject to damage from cold than plants growing in the ground. Containers just don't hold enough soil to insulate plant roots.
Where winter temperatures are frost free or relatively mild (above 20F or -7C) you can leave a bonsai outside if its normal display area is protected from wind. Spreading straw or mulch around the pots also helps insulate the soil.
An unheated greenhouse is ideal as a winter shelter since the plants receive good light, are somewhat protected from the cold, and with a door ajar or vents opened slightly, get plenty of air. You can devise a polyethylene plastic and wood greenhouse by extending a lean-to from under house eaves. Leave all or part of one end open, unless winters are severe.
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