Hummingbirds may be small but they are a lot tougher than they appear! I read a couple of years ago about how nowadays some hummers actually remain in northern states throughout the winter! Like some toads/frogs they can enter a turpor (sleep-like) state that slows their body functions down, allowing them to conserve energy during the cold nights. I doubt though that they would remain very far north for long without a constant food source to sustain them through long, cold winters.
This months Birds and Blooms magazine has a little article talking about the subject of Hummingbirds during winter and the turpor that allows their metabolism to drop as much as 95%; their heart rate and body temperature decline as well, allowing them to conserve energy and survive low temperatures.