Every year around this time of year, I'm in a bigger retro mood than usual but I specifically go for games with winter themes or settings:
Lemmings Xmas edition
Jazz Jackrabbit (Xmas edition)
But I'd like some recommendations for other games that have plenty of snow or a Holiday theme to it to get some variation this year. Thanks!
I believe NOLF (No One Lives Forever) the original or the sequel had a ton of snow levels, a large part was set in Russia.
EDIT: The first area of DDO actually is an island that is frozen up due to foul magic and a white dragon. It is actually a pretty fun 3-4 hours you can play for free (client will take awhile, a couple hours in fact, to download and patch, so plan a bit beforehand). They will have a winter festival event soon in game as well (they always give away holiday cookies with spell effects for eating them).