Noticing a flock of some type of black birds galavanting in a swarm in the crisp, winter air, I wondered what the heck do these birds eat? There are no bugs and no fruits, seeds, or nuts. They look too small be snatch fish from nearby streams, so what do they eat in the winter? Do they steal from the squirrels? - Jinx
Although they may not be evident to you, there are food sources available to birds in the winter. Blackbirds are likely eating fallen seeds from crops or grasses that are on the ground. Many small bushes retain berries through much of the winter, sometimes dried out but still edible. Many small birds, such a chickadees, nuthatches, etc., can find insects that are hibernating or dormant under bark or in other crevices, and woodpeckers can drill them out from deeper hiding places.
Remember that birds can range over wide areas, and will know about food sources that will be outside your normal range of travel.
What makes you think there are no bugs or fruit, seeds and nuts? There are seeds all over the place if you have plants. There are bugs under bark, under logs, and in the soil. I’ve got pine trees FULL of pine cones. There are berries on the native and ornamental plants all around. People have feeders, both seed and suet.
(ETA - Darn it, Colibri! You beat me again!!!) 
There’s also plenty of people food left on the ground, either intentionally or from outside eaters.
Some berries actually don’t become palatable to birds until later in the winter; they need a couple of freeze-and-thaw cycles to become edible. These include crabapples, certain viburnums, etc. Link](Garden Guides | How to Identify a Mulberry Tree Leaf): Scroll down to “Unappetizing berries.”
(Sorry, I know there are better links than that, but all that stuff is on my machine at work. If you really care, remind me Monday.)
Robins don’t migrate in my area, and I’ve noticed in the past couple of weeks they have completely stripped all the holly bushes around here of their berries.
It’s a simple question of weight ratios! A five ounce bird could not carry a one pound coconut.
Sorry - had to! 
The birds,blue jays and grackels are partial to dog food.I’ll see from 3 to 30 birds at one time picking at the dog food left by one of our outside dogs.
Sparrows who are too small to pick up a chunk of dog food are often seem sitting in a bush eating buds.
There is a lot of food out there.