Craig,
To my knowledge there have never been regular steam trips during the winter. Occasional trips have been made during the winter months for break-in runs of various locomotives over the years. When 2-6-2 #12 came back into service at the beginning of 2010, she was operated during February and March, even pulling a few revenue trains with school groups before the season started.
The Loop has been opening at the beginning of May since 2010 . It might be spring down on the plains at that time, but at 9100 feet it is still essentially winter. I recall a day during mid-May of 2012 when I was listed as fireman for Gary Easterling on 2-6-2 #12. I may have been on the board as fireman, but Gary informed me that I would be running all day. It was snowing off and on throughout the day, and on the downhill trips it was pretty cold in that cab! We had all of the cab doors and windows closed, and dropped the cab curtain on the downhill trips to keep the snow from blowing in (the curtain covered the open back of the cab). Because the cab curtain did not have a way to secure it at the bottom, we held it in place with our feet and hands. It was an enjoyable challenge holding the curtain with my left hand and taking brake sets with my right.
-Shane