A bivy sack or similar lightweight shelter that offers protection from the elements.
Once you stop moving in the winter environment, it is very difficult to stay warm. There are lots of scenarios where you might have to spend the night or simply hunker down for a few hours: injuries, broken or lost skis, boards, or snowmobile, or getting lost. At a minimum, you should carry an emergency bivy sack to help prevent, or treat for, hypothermia if someone gets injured. Some bivy sacks double as a rescue sled. It’s also important to know how to dig a snow shelter in case you have to survive the night. A small fire starter kit is useful as well.