The Long Winter occurred during the winter between the years TA 2758-9. From November to March the lands of Rohan and Eriador were under snow and the people there suffered through an immense cold.

After the snows, the melting caused great floods, and many people, crops, and livestock were lost. It was during the Long Winter that Helm Hammerhand was besieged inside of the Hornburg and the ravine behind.

It is said in the Tale of Years in the appendices of LotR that Gandalf came to the aid of the folk in the Shire during this horrible time. The Long Winter also led to the diminishing of the enemies of Rohan for a time, allowing the Rohirrim some years to recover.
Encyclopedia entry originally written by Nienna-of-the-Valar