Vitamin E
Petroleum Jelly

I'll put one of those on my face if I know it will be a harsh day on the ski lifts. I'm not talking about moisturizing here. These are more like shells to protect the skin from harsh winds at 2 degrees F. They feel annoying on your face when you're in a comfy room, but you'll appreciate them on your skin when the conditions are harsh.
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If you're reading this, it's too late.