Going back to The Thing. There was an episode of The X-Files called “Ice” which worked similar, whilst doing it’s own unique angle. A great episode of the show.
Old school black and white era of Doctor Who had a few episodes set in snowy settings. William Hartnell’s final episode as Doctor entitled “The Tenth Planet” was entirely in snow setting. Soon after in Patrick Troughton’s run as the Doctor, there was several in snow settings - The Abominable Snowmen, The Ice Warriors and The Seeds of Death were all in snowy settings.