It's a very old idea, and it works. Keep warm this winter and save a little energy by hanging heavy curtains over the windows.
More than most things in the home, curtains have a direct relation to the seasons. Dark, velvet drapes just feel wrong in summer, while airy sheers don't do much to insulate the windows in winter. If you have the money (or sewing skills) and storage space to stash seasonal drapes, keep your home in tune with the weather by switching out your curtains.