Bumble bees dig holes in the ground or rest in a pile of leaves. If you come across a live but sleepy bee in winter don't disturb it. It is not dying, just in a deep cold sleep. Put it back where you found it and cover it gently against the cold.
Butterflies hibernate in sheds, out-houses and in cool rooms in our houses, sometimes between the folds of curtains. Butterflies also hibernate in natural hollows in trees, caves, rock crevices and other spaces which are protected from the worst of the British weather. If you chance upon a hibernating butterfly in your home, it is recommended that you leave it alone until early March/April.
Slow worms hibernate from October to February under piles of leaves, within tree roots and in crevices of banks. They hibernate in groups or on their own, and may share hibernation sites with other reptiles. They sometimes burrow into soft earth so that just their heads are visible.
Frogs and toads hibernate simply by bedding down in the mud at the bottom of ponds. If you have a garden pond you can really help your hibernators by floating a tennis ball in the water to prevent it from freezing over, reducing oxygenation and suffocating any frogs and newts beneath the surface.
Hedgehogs, Slow worms, frogs and toads may choose your compost heap as an overwintering home, so be careful when forking over your heap not to disturb sleeping animals.
How you can help:
You can help insects by providing an insect house made from bamboo and sunflower stems tied together. Logs left in piles make ideal over wintering homes for hedgehogs, dormice and insects.
Leave leaf litter in piles too as this creates an essential safe place for animals to sleep.
Amphibians hibernate in piles of leaves, long grass or logs so you can help wildlife by not keeping your garden too tidy. Supply a source of food for late flying insects by soaking a clean sponge in a solution made from one part sugar to two parts water.
You can help hungry hedgehogs by feeding them tinned cat or dog food or dry dog food. They’ll also eat bacon rind. You should also ensure that you put out fresh water with any food you leave. However don't feed a hedgehog milk or bread in large amounts as this can cause diarrhoea.
Reference: Wild Gardens