This weekend I pulled my fish out of the pond for the winter. They could have wintered over with a little extra care (like a pond heater to keep a spot open in the ice, or a bubbler for the same purpose, this allows an oxygen exchange for the fish), but I opted to bring them in instead. If your pond is at least a foot and a half deep, you can winter the fish over. Some people in my area don't bother to use a bubbler or anything, figuring they'll just restock the pond in the spring if they have too many die off.
If you choose to winter the fish over in the pond, or your area isn't cold enough for it to freeze very hard, cut back on feeding to a couple of times a week once the water dips down to 65 degrees, and once the pond starts to dip below 50 degrees, most fish go inactive and don't need feeding at all--we're well past that point here. In fact, continuing to feed will contribute to toxic water and algae growth.
Remove any annual plants (water hyacinths, lily's, and water lettuce are examples of plants that are annuals in my area). If they have already been exposed to frost, throw them on your compost pile. If there is still some green areas, cut off any dead growth and bring them inside if you like. I had planned to do so, but the frost got the drop on me and they're dead. There are other perennial plants that will return, and they are beginning to go into hibernation for the winter. Simply dead and yellowing leaves off and submerge the plant in the deepest end to protect it from extreme temperatures.
If you live in a mild climate that doesn't experience freezing temperatures like Florida--do NOT dispose of water lettuce or water hyacinths in any manner that may allow them to get into your local waterways. They become noxious plants that clog rivers. Allowing them to spread is illegal in many areas of the South.
While you're out there, make sure to clean out any leaves that are cluttering the pond, and cut back any vegetation that might fall into it from around the edges of the pond. If you live in a warmer climate where you winter is short and mild, now is a good time to do a light cleaning of your filter.
Some experts also suggest adding beneficial bacteria in the fall and spring to keep the water healthy. Another option if you live in a mild climate is to add barley straw extract to keep algae growth under control.
Me, I nearly emptied the pond chasing that last fish, but they're installed in their inside tank and swimming happily. I'm sure their fish dreams are filled with their spring return to the pond.