Nail in the tire but not all the way through?
 

So i have a nail in my winter tires the nail went in about quarter of an inch but not through (it's between the threads so). When i took out the nail the tire holds pressure. Should i puncture the rest of it and plug it or what?

Leave it be. If it starts to leak, then you can mess with it. Chances are, it will never be a problem.

Didnt use a plug or anything just filled up the hole from the nail with the tire repair cement to help keep it strong. Cheers.