There's machines for making snow that they use in eg. ski resorts. They look a bit like wind-machines used to create wind for windy scenes.
Moviemakers haven't had to wait for rainy days either since fire hose was invented, you know ;)
I believe they are called especial effects
shareSome of the snow scenes were obviously fake. The part in the beginning when the two robbers are in the woods and the female is partly unclothed, she didn't look in the least bit cold -- which is in itself unrealistic -- and there was no vapor coming from either of the actor's breath. The snowflakes looked fake, too.
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