We have Eastern Bluebirds visit us occasionally in late fall and even check out some of their nesting boxes from the past breeding season. They even grab a snack of the dried mealworms. They usually move on when the weather gets really bad.
Bluebirds may sometimes remain in some northern areas in winter, much to people's surprise. Here's some tips for bluebird enthusiasts, on how to help bluebirds survive in winter.
1. Bluebirds can roost together in bird houses to keep warm. Insulate your bird houses by closing off all cracks, drainage holes, etc., with some sort of insulating material so less drafts and cold get into the bird house. Just leave the entrance hole open. Face bird houses away from prevailing winter winds.
2. Bluebirds mainly eat fruit and berries in winter. Plant your property with an abundance of crabapples and native, berry-producing shrubs such as viburnums and hollies (like winterberry holly). Place these berry plantings in sunny, protected areas, blocked from winter winds. The bluebirds will have a warm place to eat and use less precious energy.
3. Some bluebirds will come to food such as, hulled sunflower, suet, dried mealworms, and some of the many "bluebird meal mixtures" or nuggets. Generally most bluebirds do not learn to do this. You can certainly try putting out these foods, but your best bet is to have lots of berries planted in your yard.
4. Bluebirds like water (may help with processing the berries) and will visit bird baths and heated bird baths. In general, when it is very severely cold, some people think it is a risk for birds to bathe. Holding off on the water, or placing sticks over the bird bath to only allow birds to drink, not bathe, may be a good idea in this situation. Many birds will eat snow in winter to get water.
Most bluebirds move out of the northernmost areas of their range in winter. Even ones that may linger eventually move on, once their berry sources are depleted or ice-covered. For bluebirds, and many birds, there is a trade-off of staying more north in order to be first to claim prime breeding territories, yet risking survival due to bad weather. Some of these tips may help them survive and you feel you're helping them. Bluebirds are truly beloved.
For more complete information see Stokes Bluebird Book.