Never. We are offered the options of telework or using vacation leave if we can't make it in, but the office is always open. My boss seems thrilled when "we are seriously the ONLY ones working today!"
One day, during Snowmageddon a few years ago, they told us that the facility wouldn't be ready for people until noon. We were still offered telework or vacation as our options for the day. I've been there ten years, and that's the closest they've come to "closing".