The danger of pruning roses late into the fall is that pruning stimulates growth in a plant. If you prune now, your roses may begin to extend tender new growth during a warm period. That effort to grow when it should be resting weakens the plant and can cause damage to the more vulnerable tissues in the ensuing freeze.

For now, cut back only the long canes of the climbers that are in danger of creating damage to the plant as they blow around in the winter wind or canes that threaten the balance of the rose. It is better to tie back what you can instead. Wait until late winter/ early spring to do additional pruning.

Here, in the NYBG Peggy Rockefeller Rose Garden, we pull mulch up around the base of the rose to form a 6 to 8 inch mound. This creates a protective winter coat that is removed in early spring. They are not pruned at this time of year since there is no way of anticipating which branches will die or be damaged during the winter and which ones will survive. The selection process is therefore made in the spring. 

Do not prune a climbing rose for the first three years; only remove dead, damaged or diseased wood. After three years, cut back laterals in the early spring to two or three buds or about six inches. On a mature climber, selectively thin out older canes by cutting down to the base.

Courtesy of NYBG Plant Information Service