This is a great game for the family. You can all build a fun snowman together. Once the snowman is created, you can bring Fido out and introduce them to the snowman. Tell the dog to give the snowman a lick. You can even use dog biscuits to make the snowman's nose, eyes, and mouth. Eventually, you can encourage your dog to tackle the snowman and tear him up. In fact, you can all jump on the snowman at once and smash him into the ground. Your dog will have a great time rolling around and digging in the snow.
Little dogs really like this game. If you get an adequate amount of snowfall then you can start to shovel the snow and create tunnels or pathways for your pooch to run through. Think of it as a mouse in a maze type of game only with snow. You can put a treat at the end of the maze so there is a reward when your dog finds the way through. You can even get down on your hands and knees to help your dog navigate through the pathways. Unfortunately, to play this game with a large dog means that you will need a great deal of snowfall but for a little dog you can usually do it with only about two feet of snow.