It's possible. It's not necessarily easy nor inexpensive; RVs are not well insulated at all compared to houses. You'd go through a lot of whatever fuel you use to heat, be it propane or electricity or wood.
It would be very tricky to make a safe wood stove installation in most RVs, if only because it's very hard to find enough space to satisfy standoff requirements even with heat shielding. Setting up a safe chimney would also be tricky; the simplest might be to re-purpose a ceiling vent. I don't know that many campgrounds would allow you to use a wood stove in an RV, even if they do permit campfires, over safety concerns. If you're thinking of being on the move, it will be difficult to bring firewood with you (both in terms of weight and in terms of bans on moving firewood).
Also, if you're planning on traveling during the winter, give some thought to how much road salt will be attacking the underside of your motorhome. Many times the framework that RV builders construct is not especially corrosion resistant, and there are often quite a few exposed mechanical system bits.
Frankly, I think you'd find it more comfortable and quite possibly more economical all told to live in a mobile home or apartment. But it's your call in the end.