Insects die when they are exposed to temperatures below the melting point of their body fluids. If they want to survive our cold Iowa winters, they must avoid freezing or tolerate freezing. Over time, insects have developed several strategies to survive cold temperatures and none of them involve wearing fleece.
To survive the frigid weather, snakes hide away in dens called hibernacula. These can be the burrows of other animals, holes in the ground, or even someone's basement. It mainly needs to be a space that lies below the frost line so the snakes don't freeze to death.