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For many species, behavioral modification is an effective strategy to mitigate negative effects of harsh and unpredictable environmental conditions. When behavioral modifications are not sufficient to mitigate extreme environmental conditions, intrinsic factors may be the primary determinant of survival. We investigated how movement behavior, and internal (i.e., nutrition and age) and external (i.e., food availability and snow depth) states affect survival over winter of a long‐lived and highly faithful species (mule deer; Odocoileus hemionus). We first tested whether animals changed their behavior during winter based on internal and external states; we subsequently investigated how behavior and state interacted to influence survival in the face of extraordinary winter conditions. Movement behavior changed minimally as a function of age and nutrition; yet, movement behavior affected survival—animals that exhibited more restricted movements were more likely to succumb to mortality overwinter than animals with less restricted movements. Additionally, nutrition and cumulative snow depth had a strong effect on survival: animals that were exposed to deep snow and began winter with low fat were much less likely to survive. Behavior was an effective tool in securing survival during mild or moderate winters, but nutrition ultimately underpinned survival during harsh winters.