Algonquin has winter camping and yurts. Mew Lake Camp ground. 

Pinery Provincial park has great winter camping.

Silent Lake is great for winter camping. Snowshoe to your hearts content…and lots of great cross country skiing..well groomed trails. Beaitiful !!

Silent Lake is great for winter camping. Snowshoe to your hearts content…and lots of great cross country skiing..well groomed trails. Beautiful !!

you can winter camp at Algonquin at Mew Lale campground and in the backcountry as well, Frontenac, silent lake and Pinery, 

Killarney has winter camping.  They also have yurts.

Mew Lake, Algonquin Park, and Silent Lake have yurts for winter camping.  Arrowhead Provincial Park has cabins for winter camping.
 

Arrowhead is terrific for winter activities with skate ski and cross country ski trails.  The falls are absolutely gorgeous.

As mentioned above Algonquin has winter camping as well as skiing and snowshoeing. You can also camp at Arrowhead(huge skating trail,and other fun activities), MacGregor point,Pinery,Killarney,Windy Lake and silent lake.. all of these parks offer yurts and a few parks like sandbanks and sleeping giant offer heated cabins! 

Silent Lake is fantastic for winter camping.

We went winter camping at Arrowhead and loved it. The camp cabins have a gas wood stove and our cabin was hot inside. On top of the spacious accomodations, the night time skating trail and tubing hill was a huge hit with my son.
 
The yurts at Silent Lake look great too.