Ohmygod how could I have forgotten this? One of my alltime top 25-or-so films. The snow is absolutely ubiquitous and oppressive: the snow is overwhelming in this movie.
Another one, Where Eagles Dare.
Ahhhhhhhh. Another one I forgot to mention. Nice one.
Dr. Zhivago (1965)
The Shining (1980)
Come to the Stable (1949)
Eskimo (1933)
The Call of the Wild (1935)
The Magnificent Ambersons (1942)
Oliver! (1968)
Scrooge (1970)
Spawn of the North (1938)
The Savage Innocents (1959)
Nanook of the North (1922)
Never Cry Wolf (1983)
The Deluge (1974)
War and Peace (1968)
Thin Ice (1937)
Second Fiddle (1939)
The Gold Rush (1925)
One of the best movies for the use of snow, IMO, was “The Shining”, both the Kubrick version and the later miniseries/telemovie.
Snow was also used to good effect in “Ice Station Zebra”
Add “Cliffhanger”… and “Ice Age” if animation is allowed.
And who could possibly forget “Scott of the Sahara”? And we are all trying to forget “Vertical Limit”.
Fargo (1996)
The Life and Death of Colonel Blimp (1943)
The Lion in Winter (1968)
The Duelists (1977)
Two-Faced Woman (1941)
Love and Death (1976)
Amarcord (1973)
Bambi (1942)
A Simple Plan (1998)
Sun Valley Serenade (1941)
A Brief Vacation (1973)
Snowball Express (1972)
Winter Light (1963)
A vital part of Citizen Kane is set in a snowy farm, and of course the key to the whole thing has to do with snow…
I’ve gotten to the point where I can’t really remember one James Bond film from another, but several have nice snow/skiing scenes.
Alfred Hitchcock’s Spellbound
Eiger Sanction
The Thing (this was on last night, still makes me jump, and GOD Kurt Russell looks good with a beard)
All the Harry Potters. The snow looks killer in the great hall.
The Great Divide
The Bishop’s Wife
Ice Age (yeah, I know, but I have kids. Whaddaya gonna do?)
Reindeer Games
A Simple Twist of Fate-I wish Steve Martin would direct more.
Quintet - bad bad movie but lots of snow
Runaway Train. One of the most underrated and overlooked action films of all time. Another Kurosawa masterpiece. Takes place in the Alaskan wilderness, lots of snow.
Dersu Uzala (1975) Kurosawa film set in Siberia
To Build A Fire (1969) Jack London’s short story, Narrated byiOrson Welles. If you want snow & oppressive cold this is the film.
Scarface.
What?
Oh, well then The Invisible Man.
Snow Day
Willow
One of my pet peeves is Ethan Hawke movies where it’s snowing and he has a runny nose and flushed cheeks from all the snow.
Snow Falling on Cedars (1999) … Ishmael Chambers
White Fang II: Myth of the White Wolf (1994) (uncredited) … Jack Conroy
… aka White Fang 2 (1994)
Alive (1993) … Nando Parrado
… aka Alive: The Miracle of the Andes (1993)
White Fang (1991/I) … Jack Conroy
Dead Poets Society (1989) … Todd Anderson
A Winter Straw Ride (1906)
A Christmas Accident (1897)
A Trap For Santa Claus (1909)
Home Alone 1? 
It was real snow in White Christmas. You’re thinking of the Holiday Inn, which also featured – and in fact introduced – that song.
Then there’s Pale Rider which, for some reason, features more snow in town than anywhere else.
I’m surpised noone has mentioned the genius that is Ski School. I believe there is also a sequel to Ski School.
About half of With Honors takes place in the winter.