Not every winter is terrible, so at the beginning of a winter round (R3, R7, R11, etc…), someone should roll a die to see if the winter is going to be bad. If the roll is 1-3, then there is a heavy winter that lasts the entire round. Here is what I think that the winter should do:
Axis units may not make any combat movements (including amphibious assaults) into or through original Russian territories with their ground units. The same applies to Alaska, the Aleutians, and British territory in North America.
Allied units may not make any combat movements (including amphibious assaults) into or through Norway, Finland, Sweden, and Denmark with their ground units.
Air units starting in any of the above mentioned territories are grounded, and they cannot make any kind of movement.
As you can see, winter can be really nasty! At least it only has a one in two chance of happening once every four rounds.