The Glamour of the Snow — Algernon Blackwood

He slowly turned bewildered, heavy eyes upon the desolate mountains, stared dizzily about him, tried to rise. At first his muscles would not act; a numbing, aching pain possessed him. He uttered a long, thin cry for help, and heard its faintness swallowed by the wind. And then he understood vaguely why he was only warm-not dead. For this very wind that took his cry had built up a sheltering mound of driven snow against his body while he slept. Like a curving wave it ran beside him. It was the breaking of its over-toppling edge that caused the crash, and the coldness of the mass against his neck that woke him.