In O Henry's short story, "The Cop and the Anthem," winter symbolizes change. Based upon Soapy's newly revived sense of self near the end of the story, we can see where he is ready for change to occur in his life. Literally, winter is symbolic of change as fall begins to disappear with clear signs that cold weather approaching, as when women snuggle up close to their husbands for warmth:
...when women without sealskin coats grow kind to their husbands...
At the story's beginning, Soapy is much like the geese that are flying to warmer climes, as well as squirrels and bears, who prepare to do what is necessary to survive. Soapy knows he will be fine: he only needs to get put in jail. The irony in this story, however, is Soapy's inability to get arrested. He is willing to give up his freedom for several months to be housed, though the concept of freedom not accurate, as Soapy is dependent upon the city during the winter months.
From long experience, Soapy realizes that if he hopes to be comfortable in the winter, he must find a warm place to live. He cannot fly south as the well-to-do may, when they travel to Florida or "the islands." Whereas Soapy has no warm coat or nest as do animals, he has found that getting arrested for a small infraction guarantees him three months of warmth and food. Soapy tries a number of tactics to require the presence of a policeman to cart him off to jail, but has a terrible time getting someone to take the "bait" (or hint). People are either doing something illegal themselves (the woman at the store window is a hooker), or Soapy's actions are not taken seriously (as when he is excused seeming intoxicated behavior as Yale has just won a football game and orders have come down to leave the students alone to celebrate).
Finally, Soapy ends up outside the church, listening to the anthem being played within, which greatly moves him. In listening, he believes that he could join the world of people bustling around him in finding a job and becoming a part of the human race again. So, assured of a new life, Soapy stands at the fence listening until a policeman arrives to ask him what he is doing. When he can honestly say, "Nothin'," the policeman arrests him, and the judge the next morning assures him of three months food and lodging at the expense of the city—on the Island (Riker's Island) for vagrancy ("no visible means of support").