Sonic 3 Genesis Ice Cap (both acts) is great, but I think the Ice Cap (Act 1) on Sonic 3&K PC
is pretty good too (Act 2 is good as well, but I didn't link it because it's unfortunately virtually the same as Act 1. Only difference is emphasis of drums).
The Sonic Advance games also had some pretty good music for their snow levels, if you can stomach the GBA soundfont. Advance 1's
Ice Mountain,
Ice Paradise, and
Twinkle Snow (all links are to their Act 1s, but the Act 2s --and Act 3 and Overworld in the case of Advance 3-- are also good).
There's also something relatively humble and nostalgic with
NSMB1's World 5 Map theme that I really like about it.
Also, special shoutout to the aforementioned Diddy Kong Racing's Snow levels (Walrus Cove, Frosty Village, and especially Everfrost Peak <3) and Super Mario 3D World's Snowball Park.