Yes but there are precautions you need to take and it depends on what kind of r/c you have.
You need to cover you receiver and battery in balloons to keep water out. I also run a little bit of silicone glue around the openings (where the cases meet and the screws) of the servos to make sure no water gets in.
If you are running an electric you will need to figure a way of waterproofing your esc without actually covering it up like you can with the receiver. The esc need a way of getting air to it to cool it down. Some people make a box with openings to allow air to get to it, but not water. (or at least thats the idea...LOL)

After every run outside you should bring it in, dry it off as best you can and spray WD-40 on all of the metal parts including the bearings to prevent corrosion.

The biggest problem i have had with running esc's in the winter (snow) is that i had an esc get wet and burn up on me, and i've had an unprotected servo burn out from water also.

Mike