I had a enhanced heat pump at a previous house in
Southern NH. It not only provided heat and A/C for the house, it also heated my hot water and when the A/C was running dumped the waste heat into a coil that heated my above ground pool. It had a set of exchange panels to extend its ability to pull additional heat in winter.The system was truly amazing and extremely economical (I was saving at least $1000 a year. Very expensive to install however) until winter hit. I could heat the house until the outside temp hit about 10 or 15 degrees. As pointed out by others a regular heat pump won't work at temps that low. But the panels were on the roof and although they did not need sun, they did need air flow so when the snow built up they needed to be shoveled off. What a pain. As it turned out, the stress on the system during the winter was too much and I started to have expensive breakdowns and since the system was a Rube Goldberg affair only one person from out of the area would work on it. I finally had to pull it all out and replace it with a propane system.
Anyway, the short of it is that it's too cold for a heat pump to work during the winter around here.