Frost & snow damage are facts of life & no cause for alarm - some years will just be harder than others and this winter has been pretty nippy.
Frost Damage in Winter:
Winter frost damage hits young, soft leaves and shoots that didn't have time to harden up last autumn - this is most obvious on evergreen plants.
East facing sites that get early morning sun usually have the most frost damage (the sun makes the plants thaw faster, which is more destructive).
Frost damage should be left alone until the spring, when a quick trim should sort it out.
Frost Lift: This affects things that were transplanted recently.
The frost expands in the soil, pushing everything upwards, then it thaws, leaving the plants unstable.
Frost lift should be gently firmed back down by walking on the soil around the plants when it has thawed.
This happens when snow collects on branches and breaks them. Hedges can be affected too by the weight of snow piling up on top of them, bending them down or sideways.
Branches that are broken or damaged by snow should be pruned back neatly.
Pruning a larger branch is done in at least two pieces, this diagram shows the idea.
What to do next time: Go round in the morning after heavy snow and use a broomstick to gently remove as much snow as possible from plants that are having a rough time (we missed out several of the lavender plants in our garden and they were totally crushed by the snow. When it thawed, there was just a soggy mess left clinging to some dead stems that smelt faintly of lavender!).