If your pond is deep enough, and doesn't completly freeze over they survive. They do go to the bottom of the pond and under anything they can. They go into a sub-hybernation (sorry spelled wrong). It slows their hear rate, breathing and metabolism down to a crawl. They no long need food. Once it warms up and they start swimming again, life is back to normal.
I rented a room in a house with a family one winter while I was going to school. The dad proudly announced how he didn't have to do anything special for the goldfish -- that they would survive the winter in the dinky, pre-fab pond he had in the backyard. Somewhere around February, a spot of orange showed up near the surface. One of the fish had died, bobbed up near the surface, then became encased in the ice that covered the pond.
I felt kind of bad for the fish, but the guy was essentially a blow-hard. It was nice to see him shown to be wrong.
The lesson? Make sure the pond is deep enough (for your climate) so that the whole thing doesn't freeze solid.
A pond de-icer (DeIcer) is heating device that floats on top of the frozen pond keeping a open hole at the surface at all times A friend of mine that lives back East, uses one on her pond in the winter.