Do you apply lotion right after showering, or later on?
That's actually pretty important, because your skin is still more moist then and the lotion penetrates better. If regular lotions aren't helping, you need something thicker - creams instead of lotions. Classics are products with urea (around 5-10%), they really work well against dry patches. Creams with glycerin or shea butter are also way more nourishing than standard lotions. Important thing: stay away from products with too much alcohol, those just dry your skin out even more.
What also helps: get a rich base cream and use it morning and evening, not just once a day. Some people swear by body butter too, it's even more intensive than regular cream. If it's really extreme - cracked and itchy - I'd ask at a pharmacy whether they have special products for it. Sometimes the humidity in your apartment is just too low in winter, a humidifier can help with that, but that's a whole other thing.