My 5 year old asked me where spiders went in the Winter. We found this answer on the www.spidersrule.com:

Spiders like the garden orb weavers, argiopes, widow varieties that only live one season, will die in Winter, leaving behind their egg sac for the next season. Other spiders like tarantulas and fishing spiders, that live longer may hibernate in Winter spending the cold weather under tree bark or rocks, or in cellars and attics. Some adults survive by preparing a winter nest of silken webbing under loose bark within which they are insulated from the cold. In several species, young spiderlings hatch out, then remain in a communal webbed egg sac through the winter. Those spiders that hibernate in leaf litter and in rock piles often are not deeply asleep, and on mild winter days may crawl about in search of insect food that is plentiful and easy to secure in its dormant state. Young spiders often take refuge in moss, and should you bring a clump into the house, be prepared to have spiderlings and many other little hibernating creatures crawl out as warmth unlocks their muscles and increases their metabolism and consumption of oxygen.