Exactly my point, hahah. Or if you don't want to do that :D...

There always is the beautiful feeling of grouping up, roleplaying and hunting bears outside Ironforge. (L)

Rise of the Triad <---- best easter egg ever!

Only if I change the date of my computer if I recall correctly :)

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).

I completed NOLF last year :p utterly brilliant game. NOLF2 I completed right after as well.

Another good one to play: Little Big Adventure! Plenty of nice snow scenes there.

http://www.mobygames.com/images/shots/l/285356-relentless-twinsen-s-adventure-dos-screenshot-welcome-to-the.jpg

Crimsonland is snowy and Christmas-themed if you play it close to Christmas.

It's no game recommendation (sorry for the off-topic), but I've just taken this picture from my room's window. I'm sharing it to help you get in the winter mood even in case you don't have snow where you live yet. (That, and also as some minor consolation /maybe/ for people from the Southern hemisphere.)
Also, listen to this song by Frank Sinatra. In my opinion, it's one of the "trademark" non-christmas winter songs.

http://www.rockpapershotgun.com/2010/12/09/xmasclusive-killing-floor-christmas-event/

For all those who own Killing Floor - there's a cool Christmas event coming up :D