Well the good news is there really isn't much to do, although watering is a consideration as always with bamboo plants, and this falls in to two camps:
Bamboo plants that are potted.
Still try to keep the soil moist, generally soil will remain moist right through the colder months, but if we do experience a prolonged dry spell definitely brave the cold and water the bamboo.
Bamboo planted in the ground.
For bamboo plants in the ground there is isn't anything to do, the bamboo are hardy and will take care of themselves, just let them be.
Other general tips.
Mulching - all plants including bamboo enjoy a layer of mulch to keep them snug and insulated in the cold weather. See here for more on mulching.
Pot size - Check that your bamboo plants are in big enough pots, the more soil surrounding the root system the better it will be insulated.
Drainage - Again this applies to all plants, do make sure your pots are draining properly. Bamboo plants will not appreciate sitting in water all through winter.