I lump Christmas Carols and Winter songs together and here are some I posted in another thread. Unfortunately I didn't save the links-

Now that Thanksgiving day has passed it's time to dust off and relearn some winter songs and Christmas melodies. One of my favorites was recorded by the great man, Arthel "Doc" Watson.- A Rovin' on a Winter's Night

Another of my guitar heroes, Al Pettaway, cut more of a "New Agey" version with his partner Amy White, who adds an exquisite vocal.-A Rovin' on a Winter's Night by Al and Amy

Gordon Lightfoot's Song for a Winter's Night hit home with me on a personal level, fortunately things worked out well. In a previous post I linked to Tony Rice's version with his typical Bluegrass instrumentation that also sleighs (ha ha!). Here with a young Gordon and another guitar hero, Red Shea, playing it live- Song For a Winter's Night

Somebody put Robert Tannehill's poem Gloomy Winter's Noo Awa' to a Scottish fiddle tune and though the lyric celebrates the coming of Spring and young love, Billy Ross' arrangement makes me think of winter at it's deepest and darkest one moment and then Spring as it commences the next, which I guess is the point.- Gloomy Winter

I like songs where the wealthy jackass doesn't get away with it and Cold and Raw is one of them. Sung here by the magnificent June Tabor with Nic Jones on guitar.-Cold and Raw

- In the Bleak Midwinter is also a favorite as is The Cherry Tree Carol which I first heard off a Joan Baez LP as a kid.