I'm not talking about Christmas movies, necessarily (though they can be included). I'm interested in your favorite films that had a winter setting.

Here's some of mine:

The Shining
Snowbeast
The Thing (OK it may not have been winter but it was cold!!)
A Christmas Story
Misery
Groundhog Day
It's a Wonderful Life

These were movies where the weather really seemed like an extra character, where it loomed over the drama in a very tangible way.

Nobody's Fool
Wonder Boys
Beautiful Girls
Fargo
Let the Right One In
The Ice Storm

A Christmas Story (1983)
Rare Exports: A Christmas Tale (2010)
The Thing (1982)
Ghostkeeper (1981)
Frozen (2010) Not the Disney movie.
Dead Of Winter (1987)
The Last Winter (2006)
The Shining (1980)
The Children (2008)
Dead Snow (2008)
Dead Snow 2: Red vs. Dead (2014)
Cold Prey (2006)
Cold Prey 2 (2008)
The Fearless Vampire Killers (1967)
Wind Chill (2007)
The Boogens (1981)
My Bloody Valentine (1981)
Black Christmas (1974)
Silent Night Deadly Night (1984)
Curtains (1983)
You'll Like My Mother (1972)
Gremlins (1984)
Winter's Bone (2010)
Grumpy Old Men (1993)
A Simple Plan (1998)
Ravenous (1999)
Young Sherlock Holmes (1985)
The White Reindeer (1952)
Kuutamosonaatti (1988)
The Dead Zone (1983)
Misery (1990)

Home Alone 2: Lost in New York
Grumpy Old Men
A Christmas Story

Home Alone - 1990
Home Alone II - 1992
The Shining - 1980
Its a Wonderful Life -- 1946