It depends upon exactly which roses you have. In temperate climates (with four honest to god seasons) many roses do lose all their leaves (and some do so with nice autumn colors in the leaves before they drop), but many others don't necessarily.

What roses are you growing?

A rule of thumb would be-- roses that have dropped their leaves were supposed to, and those that haven't weren't supposed to (yet), but may before winter is over (or not, in milder climates). :)

So then.....should we remove the old leaves?
(This would be a HUGE job)

Removing the old leaves is probably a useful sanitary measure, but it's too much trouble for me.

The way to do it is to wear HEAVY leather gloves and just strip the canes.

To the OP: any leaves that have been through zero temperatures are probably dead, whether they look it or not.

Many of mine drop theirs and many don't. Those that don't push the old leavee off in spring with the emergence of new growth, or are removed when I prune.
I don't do any more work than I need to.

Where in live in California, roses do not drop all of their leaves - although they drop a lot of them. I do go through and remove the ones that did not drop off to destroy any dormant pests/diseases and force a dormancy. In your climate, with sub-zero temperatures (really - in Arizona? or do you mean sub-freezing?) let the roses keep their leaves and remove any that remain when you prune in the spring.

Due to our very cold winter, most of my roses have dropped all their leaves, but some have not. Paul Zimmermann has a blog entry on this topic.

Rose Leaves: To Strip - Or Not To Strip?

Yes, that appears to be a temperate climate (with four seasons). I was trying to distinguish between that sort of climate and, say, what you'd experience if you were gardening in southern Florida or in much of California (where there are seasons but they don't necessarily work in that particular pattern).

I know it snows in Arizona. My mother lived there and my brother went to Northern Arizona University for a short while.

Even so, I was really surprised that it hits sub-zero temperatures. Even in the Sierra Nevada it's usually above zero in the winter. In Mammoth (8000 feet) the record low for January is -3 and for February it is -8 and that is rare. Average is in the 20's and maybe down to single digits during a cold snap. It gets a lot colder in the Arizona mountains than I would have ever guessed.

The coldest temperature ever recorded in the state of Arizona is -40 and hat was recorded a few decades ago just an hour or so from my house. There was also a recording of around -38 last month west of Flagstaff (when it was -13 here).

I would have thought that with temperatures like that, every deciduous plant would have dropped its leaves. The rose bushes are up against the house, so that theoretically could have some effect on the temperature, but with sub-zero temperatures I doubt it (frost even formed on the INSIDE of the windows).

The polyanthas and once blooming old garden roses in our yard drop their leaves for winter. Most of the modern repeat blooming roses do not.

I don't know if my roses are modern or not, but three are reblooming.

Here are some links to pictures of my roses I took last summer when I was trying to identify them, if anyone's interested.

Unkown Coral/Red Rose

Unkown Red

Unkown Pink

I don't have any good pictures of the rambler, since it was done blooming by the time I had the idea to try to identify them.

Lots of roses WANT to keep their leaves but most will show cold damage in doing so. I have three that held their leaves through teens this year without too much damage. Two are Knockout seedlings, the other is Queen Elizabeth.

This one held the majority of its foliage (sorry for the ugly pic)- despite going through some hard freezes.
{{gwi:224293}}

Why are leaves on my carpet roses turning yellow--I live in Calif. so no winter to bother them. Has never happened before--I have several bushes. Thanx

We have the same going on.Last spring and summer we commented so many times on

the unbelievable roses.There were more blooms than we can ever recall.Now all six of

our welll astablished roses look dead.Wev had a month of mild weather an now sign of

life.all are full of last years leaves.Out japanese maple had the same thing happen last year. Leave didnt fall until last summer.It didnt look dead though.Any one have ant ideas.