We have managed to keep a rosemary going over the winter about 1 out of every 3 or 4 tries. The one we bought last spring didn't get watered enough around Christmas and died, the previous two both got bad cases of powder mildew and didn't survive, though one of those was in its 3rd winter.
We'll take the now-empty planter outside and put a new rosemary plant in it soon, and try it again.
Putting a fan on it in the winter that runs a few hours every day seems to help prevent the powder mildew, but it means watering it more often. And you have to have a good southern exposure for it or it dies due to lack of light. I've been tempted to try one under my grow lights, maybe I'll see if we can set up two rosemary plants this year.
