Indoor Games
For fun inside a warm house, try your family's favorite board games. Board games such as Monopoly, Clue Jr. and Life can supply entertainment while teaching your children fair game play. They may also enjoy a round of Pictionary, Hangman or Charades. Other indoor winter games can include cutting snowflakes from folded paper and comparing to see whose snowflake has the most holes.
You can also try a pretend snowball toss with balled up papers: play music as the ball is tossed, and when the music stops, the person with the snowball is out. Children will also love creating snow igloos inside with white sheets and rearranged furniture to drape them over. Bring hot chocolate or Smores into the igloo and tell stories or read wintertime books inside as you pretend a blizzard is raging just beyond the sheet walls.
Another fun game that can be played inside the igloo or out is to have one child start a snowy story and after one minute, have someone else take over telling it. Continue to change the storyteller every minute. The children will enjoy the silly stories that come out of it and a prize can be given to the funniest or most dramatic storyteller.
Outdoor Games
To take the group outside, be sure everyone is bundled well and ready for an hour or two of play. When playing outside, the key will be to keep the children occupied and moving. If they're standing around waiting for the next game, they will notice they are feeling cold and may want to head inside.
Some games like red rover, red light/green light, hide and seek, and tag can translate well to winter time play, but there are other games your children can't play during the summer that can be done in the cold and snow. Try having a race to see who can make the largest snowball in a set amount of time, hold a snowman building contest, make snow angels or construct forts for a timed snowball fight.
If the snow at your house is deep enough the children can take their time digging tunnels through the snow, or hold a race to see who can shovel their side of the driveway the fastest. To make things really interesting you can head outside before anyone else and leave items slightly buried in the snow. Give the children a list of items to find on their scavenger hunt and reward the child or group who checks off the most found items on their list. Encourage the kids to have fun and come inside to warm up when they need it.