Death Cab For Cutie's Narrow Stairs always sounds like a winter album to me. Same goes for Explosions In The Sky's newest album, and the 'The Cold Part/Alone Down There/Stars Are Projectors' portion of Modest Mouse's The Moon And Antarctica.

http://imgkk.com/i/TWdpqK.jpg

It just doesn't get any warmer than this :D

Grails - Doomsdayer's Holiday
Earth - The Bees Made Honey in the Lion's Skull
Neurosis - The Eye of Every Storm
Pelican - The Fire in Our Throats Will Beckon the Thaw
Isis - Panopticon
Russian Circles - Station
Porcupine Tree - Deadwing and Warszawa
Cradle of Filth - Cruelty and the Beast
Between the Buried and Me - Alaska
Opeth - Orchid, Morningrise, My Arms Your Hearse, Blackwater Park and Deliverance
Alice in Chains - Sap
Wolves in the Throne Room - Diadem of 12 Stars
Dimmu Borgir - Stormblast

Ben Harper & The Innocent Criminals - Lifeline
Ben Harper - Diamond On The Inside <-- Just about anything by ben would work though.

Jack Johnson - In Between Dreams

Michael Franti & Spearhead - Yell Fire!

Red Hot Chili Peppers - Californication

Heres a start anyway. I would recommend everything by Ben & Michael they are just great artists all around.

Kenotic - Hammock


also:
Silver - Jesu
Peregrine - The Appleseed Cast
Ágætis byrjun - Sigur Rós
etc.

Heaven Or Las Vegas-Cocteau Twins

Title track from the same album. The drums that kick in @ 2:20 Immense:

Such a great tune. Great band too.

Eskimo Snow by Why?
Fleet Foxes
Morning view by Incubus
Agaetis Byrjun By Sigur Ros
Alchemy Index Water by Thrice

Cant get more winter then a COld Sebria winter :P

Nothing says winter like an album with the word "California" in the title by a band with the words "Red Hot" in their name and a cover featuring a photo of a sunny pool filled red water.