Have you noticed that some Oak trees are still holding on to their leaves in winter?
It is a feature of Oaks, along with other deciduous trees, that they lose their leaves in autumn. Once the leaves have finished their job, they lose their chlorophyll, then changes take place at the base of the leave stalk (an abscission layer forms) where the leaf breaks off and falls. In juvenile trees (and sometimes juvenile parts of mature trees and low branches), this abscission layer does not form and the tree holds on to the shrivelled leaves until spring. This is known as marcescence, and is commonly seen in Oak and Beech.
The reasons for marcescence are not really known but there are a few theories. One is that it delays the decomposition of leaves and so controls the release of nutrients back into the soil to when the tree needs them most. Younger trees with smaller root systems may benefit most from this delayed nutrient cycling, hence the association with juvenile trees, although I'm not sure that explains why it happens on younger and lower branches of mature trees. Another theory is that it deters browsing deer from eating the tasty twigs and leaf buds hidden under the unpleasant tasting dried leaves which lack nutritional value.
Whatever the reason, they're a nice feature of a deciduous winter woodland and make for a pleasing background rustle in the breeze.