The only crops that you can grow outside of the greenhouse in winter are winter forage items (as far as I know). Specifically, if you combine the following winter forage items:
- Crystal Fruit
- Snow Yam
- Winter Root
You get seeds that you can plant in winter to grow these.
Do you still need to water these seeds for them to grow in winter? Seems kind of silly that you would have to, since the water would just freeze into ice during the winter, but oh well.