Many homeowners are interested in buying live christmas trees to be planted out after Christmas and landscapers may want to do late fall plantings with evergreens. There can be significant winter injury to evergreens planted late and often they will not survive, especially if used as a live Christmas tree that is then planted out. The following is more information.
Newly planted trees and shrubs are not established and may suffer some winter injury if planted late. Avoid planting evergreen species after mid-October as the plants will not have sufficient time to establish new roots before the ground freezes. These species continue to lose water during winter and may suffer winter burn or even death the following early spring. All evergreen species are susceptible to winter burn, but these species are particularly susceptible, including evergreen rhododendrons and azaleas, boxwood, blue holly, groundcovers like wintercreeper and English ivy, and needle-leaved evergreens such as hemlock, yews, arborvitae, eastern white pine, and dwarf Alberta spruce. Even deciduous trees and shrubs need sufficient time after planting to acclimate to their new environment and begin to develop new roots before the ground freezes.
Information from "Winter Injury and Winter Protection of Woody Ornamental Plants" by Dr. Laura G. Jull, Department of Horticulture, University of Wisconsin–Madison http://www.waa-isa.org/pdf/NovDec2008/NovDec08-TreeLore.pdf