You know, it's kind of funny. This is poem is called "Winter," but the word "winter" doesn't appear anywhere in its eighteen lines—not once. Weird. Why do you suppose that is?
Luckily, Shmoopers, we've got two answers to this perplexing conundrum. First, Shakespeare never actually sat down and wrote a poem and gave it the title "Winter." The poem is actually taken from a play called Love's Labour's Lost. It is part of a longer song sung at the very end of the play (see our "In a Nutshell" for more on the place it occupies in the play). So, editors and critics have taken the poem from a play, and given it the title "Winter" because… it's about winter. Check.
We can do better than this, however. In some ways, it makes perfect sense that the title of the poem is just "Winter" and that the word doesn't occur anywhere in the poem. This is because the poem itself, rather than one of those amateur poems that goes "winter is this, winter is that, O winter," is more like a picture, a painting, a scene-in-words. Imagine a giant mural, with all the things happening in the poem somehow represented: an owl singing, crab apples sizzling, someone coughing, a guy blowing on his hands, a parson, etc. "Winter" could be the caption for this scene. The title, then, is really more of a caption for a short, but varied, "picture" of how life goes on in this chilly time of year.