I've heard a few legends about winter oak holding their leaves because of bets with the devil.
In various settings something extraordinarily good happened to people, when meeting a stranger while, unknowingly they had made a pact with the devil. Giving up their soul to him the moment the trees were barren.
Upon realising what they had gotten into, they did not want this to happen. And either the good forces in nature, or god, (depending on how old the myth) made it that some trees keep their leaves till other trees had new leaves. So that never all trees would be barren at the same time.
The devil, not happy with this messing with his plans, tried to tear the leaves of the tree. And that is why now all oak leaves have marks of where the nails of the devil tore them.