When I was stationed in Japan, we had a Sheltie that LOVED snow.
This was in Misawa, way north on the main island, directly east of the border between North Korea and Russia (which is why we were there...) SERIOUS winters there.
We would open the back door and Candy would get a running start in the hallway, launch herself off the back stoop and all you would see is a wave of moving snow until she reappeared. Looked like snow moles!