I don't have any pictures, but 2009 was our first year to raise pigs. I wanted them for a number of years, but my wife was resistant, having been raised in Iowa she had a difficult time picturing just 2 pigs. We raised a couple in 2010 as well. We found that if there were 2 pigs and they had plenty of room to roam, there were few escape attempts. Our housing was just an open-sided house that we once used for market goats. We even kept them into November this year (2010) with the assistance of only a heat lamp to ward off the coldest temps (-20F). We never attempted to keep them over the winter here, but a few breeders do with the aid of a heated enclosure. Our only problem was getting them loaded in the Fall for the ride to the slaughterhous--THAT was a problem. Next year we will be sure to construct some kind of chute that we can use to get them loaded.
A pig house dug into a hillside would probably work fine if you can be sure it will be fairly dry.

I have a picture here.

http://littlehomesteadinthevalley.blogspot.com/2011/01/just-bit-of-snow.html

It's pretty basic and we'll upgrade next year when we get more pigs, but it did the trick.

We only have 1 pig and we've had her all winter. No heat, just lots of hay. The coldest it'll get down is -20.

She's a tamworth/berkshire cross.