Almost all winter vegetables do well in the cold.
One of the easiest to grow is perpetual spinach. You can cut the spinach again and again and it will continue to yield leaves. Keep the flowers removed so it does not go to seed.
Another is Broad Beans. If you sow broad beans in the fall they can be harvested earlier than beans sown in the spring.
Salad greens can be grown in the winter for a cut again and again salad throughout the winter. Lambs Lettuce, Land Cress, head lettuce and Mustard Greens can make very tasty winter salads.
Plant carrots in the winter for an early crop in the spring.
If a hard freeze is expected then cover the plants with a sheet or blanket for protection.