My wife and I have been to Niagara Falls twice, once in the summer and once in the dead of winter. The winter was beautiful because of the ice formations, but the falls were not frozen.
FYI – The flow of water was stopped completely over both falls on March 29th 1848 due to an ice jam in the upper river for several hours. This is the only known time to have occurred. The Falls did not actually freeze over, but the flow was stopped to the point where people actually walked out and recovered artifacts from the riverbed!