Ice skating is a bit more complicated than other activities, but if you have a safe space for ice skating in your neighborhood, you can rent skates and take the kids on a fun adventure in the rink.
Snowball fights are one of our favorite memories as kids. Gather the kids up and their friends in the neighborhood and set up piles of snowballs around the yard to make it easy to dive right in. You can get the kids to snowball makers to make it easy to form stacks of snowballs quickly.
If you have a local school nearby that is closed for the day but already had snowplows make large mounds of snow, you can swing by to play on the playground and let the kids climb on the snow mounds.
Take a black piece of fabric and place it in the freezer to get it nice and cold, then take it out in the snow. The fabric will be cold enough not to melt the snow, so you can catch the snowflakes and use a magnifying glass to get an up-close look at them to show your kids how each one is unique.