Near the beginning of the story, the narrator personifies winter as “Jack Frost,” as seen in the following passage:
A dead leaf fell in Soapy’s lap. That was Jack Frost’s card. Jack is kind to the regular denizens of Madison Square, and gives fair warning of his annual call. At the corners of four streets he hands his pasteboard to the North Wind, footman of the mansion of All Outdoors, so that the inhabitants thereof may make ready
While it is common in American culture to reference Jack Frost as the harbinger of winter (likely the influence of European immigrants’ folktales), O. Henry furthers this personification. Here, he hints that Jack Frost communicates to the homeless community of New York in a highly personal manner, taking time to be “kind to the regular denizens of Madison Square” by working with the wind to encourage the leaves to fall off the trees as a warning that winter is on its way. This personification is notable as it hints that, unlike policymakers and police officers, the natural world treats the houseless population with compassion, working with these disadvantaged people to help them figure out how to survive the toughest of seasons.