I came across this and it sounds like an interesting technique.
http://survivaltactic.com/
Making water in winter. 7/31/2007
Roll up a 48oz NALGENE Cantene and stuff it in a survival kit. When out in snow country, fix a neck strap to the Cantene, wear it under your parka and refill it with a little bit of snow each time you drink. The small amount of snow will melt while not making the rest of the water too cold, and you'll always have fresh water. Drink water often: if your tongue hits your knees when you walk, you haven't been drinking enough.
Anyone tried it?

