When you average out the light from most scenes it turns out to be about the same amount of light that would reflect off a neutral gray surface. Cameras assume that and are set to expose for that amount of light.

The problem is snow is white! Because white reflects more light than gray the camera thinks it needs to let less light in to get a proper exposure. As an experiment, let the camera make all the decisions and take a picture of a snowy scene. In all likelyhood you'll end up with gray snow.

To remedy the situation you need to expose about one and a half to two and a half stops more than the camera thinks you should.

In fully automatic modes there isn't much you can do except brighten up the pictures in post processing on a computer. Or if the camera offers exposure lock aim at the side of a house or some trees and lock the exposure then recompose. In semi-auto modes use the exposure compensation feature to force the camera to over expose. For manual, just keep the meter a few stops overexposed.

This shot
This is the rear view mirror of a moped parked outside my office. I managed to get the shutter speed slow enough for the snow to streak but still hold things steady (thanks, stabilized lens!) and the depth of field such that the patterns of the brick were apparent but didn't take attention away from the subject. Another example that photos are everywhere. Canon 50D, Sigma 18-200mm DC OS, f/5, 1/40sec, ISO 200. Here are some other shots from the recent snow in Nashville.