Heres a start:

Frozen Wilds

Ice Country (Secret of Mana)

Ice Cap Zone (Sonic 3)

The whole of Skyrim

Cool Cool Mountain (Mario 64)

Winter in Assassin's Creed 3

SSX3

Sherbet Land (Mario Kart)

Phendrana Drifts (Metroid Prime)

Snowpeak Ruins (Twilight Princess)

:)