If you're stranded right now in the snowy wilderness with little chance of surviving the cold or the rugged journey back to civilization, you're in luck: Popular Science has some helpful hints, including directions for building snowshoes from branches, crafting a snow probe, and insulating your clothing. For example, from PopSci:
Craft a snow probe. Because wind can build drifts of deep snow over holes, effectively hiding them from view, using a pole as a probe to detect divots can be a lifesaver in deep and uneven snowpack. The probe can also be used as a walking stick or as a tool for ice fishing.
Cut a sapling that is strong and straight, and with a sturdy section that matches your height. You can sharpen one end, though it's not necessary. To make it even more durable, fire-harden your sharpened end by toasting the point over a fire until it gains just a little color.
Use the probe by sticking it into the snow to test prospective places to step. If you feel a void or place of less resistance under the snow, don't step there (even with snow shoes on). A probing tool like this can be vital when crossing glaciers and other terrain, which commonly have holes, crevasses, water, and other hazardous features under the snow. Make one and carry it with you, since you never know when you'll need it.
"How to build snowshoes on the fly—and 4 other tips for surviving deep snow" by Tim MacWelch (Popular Science)