In terms of the fun activities -
- Ice fishing (assuming safe ice)
- Ice golf (half drilled holes in the ice, we used tennis balls at our last cub event)
- Curling / ice bowling - used frozen water bottles for pins. One year frozen turkeys were used as the stone / ball.
- Sledding
- Snow shoeing
- Cross country (nordic) skiing
- Snow snakes (
http://www.boyscouttrail.com/content/activity/activity-810.asp)
- Broom ball - hockey like game with brooms as sticks and a smallish ball as the puck. Play on ice, packed snow, or ground.
We also planned activities for in the cabin, so that there was fun and distractions for those who needed to warm up.
- Storytelling
- indoor 'putt-putt' course
I recommend lots of food - energy to burn to keep warm. Hot coffee and hot chocolate... We usually used soup / stew / chili for the lunch, it is easy to cook, easy to keep warm and serve and was usually a hit with both the cubs and their parents.