i have made a couple of short playlists in the past with a snow or winter theme, including one more nature themed and one with songs that remind me of snowy days in new york city. i might not agree with them all anymore, but i got that vibe at some point, so heres some that i remember:
bark psychosis - blue
isotope 217 - la jetée
joshua redman - as this moment slips away
brokeback - names winston, friends call me james
sam prekop - dot eye
josé james - the dreamer
wire - the 15th
dabrye - the lish
märz - bars 1, 2, 3, 4
sensorama - where the rabbit sleeps
nobukazu takemura - icefall
most of yesterday was dramatic, today is ok by múm, but in particular 'im 9 today'