There are lots of ways to do this, including planning ahead when you buy seeds for your vegetable garden, and preserving the summer bounty found at CSAs and farmers markets.
Since my gardening skills are practically nil, and because I'm lazy (and because my freezer is too small to contain a winter's worth of food), I have opted for pushing my CSA farmer to start offering winter shares. I am happy to report that such a scheme is in the works for next winter. For this winter I've been hitting up the farmers market, which is much reduced from its summer glory but still operating, offering winter vegetables like cabbage, brussels sprouts (which is actually sweetened by snow fall), and a large array of root vegetables and winter squashes.
The farmers market in town (the one I can reach by bike) opens just once a month. For the rest of the time I go to the local health food store, which tries very hard to source its produce locally.
Yesterday's meal was a creamy vegan cauliflower and kale soup, with a spinach and mushroom salad (confession: dressed with non-local Niçoise olives). The day before we had an East-African groundnut soup: a vegetable soup enlivened with garam masala and a few spoonfuls of peanut butter.
For salads I'm also learning to use winter staples. For instance, I found a recipe for kohlrabi apple slaw, light and refreshing, and very pretty when served on some dark greens.
I'm re-discovering all the staple recipes lovingly developed by our grandmothers, as well as quite a few new ones, all available online through a simple search. One of my latest discoveries is punchfork.com: it's Pinterest for foodies, with lots of enticing photos. This week, with CelloDad going through a mild cleanse (fruit and veg only), I've been cruising their paleo-vegan soup recipes - if that isn't too much of an oxymoron; basically it's paleo without the meat.
Speaking of meat, that I get mostly from my milk farmer, so it's local and grass-fed, but we eat it only every one or two weeks. Backing off from daily meat is better for our health, and better for the planet.
Our other indulgence is (sub)tropical fruit: bananas, citrus, mangoes, pineapples and such. I mean, if we have a craving for those, we might as well eat them in the wintertime when the choice for local fruit is limited to stored apples. That way, when the local fruit comes into season, we can throw ourselves wholeheartedly onto the berries, peaches and other summer goodies.
Care to share your ideas for eating locally in winter?