K.
Simon Says
Red Light/Green Light
Mother May I?
Music on and dance/music off and freeze game
These are what I would probably go with. You can probably amend these games to be more "wintery" - maybe incorporate Rudolph the red nosed reindeer, play christmas music, etc.
Could also do the "make your own snowman" thing with construction paper cut-outs and you glue cotton balls onto them. Only hitch there is that they need to set them aside to dry and remember to pick them up after the party's over.