I know Hollywood lies a lot, but fiction's approach to cold is a personal affront to me. Very rarely will a character wear anything more than a light jacket, and almost never wear a mask or large hat.
I suppose the wardrobe decisions are for the benefit of recognizing characters and seeing their faces. This doesn't excuse the simple fact that people should be reacting to cold weather. If it's blowing snow in your face, you don't just walk into it, idly looking around. Your body hunches up, and you bury your face in whatever you can, turning away from the wind whenever possible.
Whenever I see someone blithely walking through a snowstorm in a light jacket, my suspension of disbelief is ruined.