Thuja/Arborvitae are evergreen here too, Ken, but they go an unattractive yellowy-browny-green shade in winter, or at least T. occidentalis does. They green up again in spring, same foliage, it doesn't drop. I tried to take a picture this morning but it doesn't really show the colour. Leyland cypress doesn't grow here although I'm familiar with it from living in the UK. There are lots of images of winter-burned leylandii's in the USA on Google though, but I agree that it shouldn't be getting just the cold non-burned off-colour. I think the OP is zone 8a?