During World War II, several unlucky guys basically got shot out of their planes and somehow managed to live (ok, in a way i guess that makes them lucky rather than unlucky).
Most notable for the OP was probably Nicholas Alkemade. He was a tail gunner in a British Lancaster bomber that got the crap shot out of it. When the order came to bail out, he looked over and saw that his parachute was in flames. So basically he had a choice. He could stay in the burning wreckage and die a painful death on the way down, or he could jump out and go splat at the end. Finding the prospect of burning to death rather unpleasant, he chose the latter, jumping out of his plane at 18,000 feet. He landed on trees and a bit of snow, and walked away with little more than a few scrapes and scratches and a twisted knee, and that was it. He was captured, and the German Gestapo almost executed him because they didn’t find his story believable. They eventually found the wreckage of his plane, with the remnants of his burnt chute exactly where he said it would be. After that, they treated him fairly well, for a prisoner.
Alan Magee wasn’t quite as lucky, and he ended up fairly badly injured (not quite what the OP is looking for), but his story was pretty remarkable just the same. When his plane got shot apart he was thrown clear of it. He fell 20,000 feet and landed on the roof of the St. Nazair train station. Accounts differ on exactly how he hit. Some accounts say he fell straight through the skylight. Others say he hit an angled part of the roof and rolled into the skylight, then fell through it. Alan couldn’t tell you what happened, as he had passed out from the lack of oxygen on the way down (the same thing happened to Nicholas). He shattered his arm and had other injuries, but lived to tell the tale.
Ivan Chisov was a Russian airman who got shot out of his plane at roughly 20,000 feet. Since there was a raging battle going on around him, he was pretty sure that if he popped his chute he would just make himself an easy target for a pissed off German pilot. So instead what he planned on doing was dropping down below the level of the battle. Then he would pop his chute and land safely. That was the plan, anyway. What actually happened was he passed out on the way down (lack of oxygen, again), never popped his chute, and hit the side of a snowy ravine. He bounced and rolled his way down the side of the ravine, where soldiers who saw him fall rescued him. (ETA) He was injured, but was flying again 3 months later.
There were others, but those are the ones I recall off the top of my head. Mythbusters featured Alan Magee in one of their myths (that a bomb exploded underneath him and the shock wave cushioned the blow - it was busted).
Vesna Vulovic is the current free fall champion, although technically she was more of a wreckage rider than a free faller. She was an airline attendant on a plane that exploded due to a bomb. She rode a piece of the fuselage down from about 33,000 feet and landed in snow. She was badly hurt, but survived.
Alan Magee aside, the rest of these folks all have one thing in common. They all landed in snow. So deep snow seems to kinda fit what the OP is looking for.