Warmth is a no-brainer in cold weather - and it comes from wearing appropriate clothing when you set out hiking (including hat, gloves, and layered socks), and packing additional layers for when you get to camp. Additionally, you need to have a good sleeping bag and sleep system to keep you from freezing overnight, when you are immobile and temperatures drop. For me, I use a 20-degree sleeping bag placed inside a SOL Escape Bivvy sack, and use a Z-lite pad and a Reflectix ground pad. This combination retains a lot of body heat, and keeps me warm down to about 0-degrees F. I also carry Hot Hands chemical warmers to help keep the inside of my bag warm overnight.
While hypothermia is the primary danger in winter camping, dehydration is another concern and can increase the risk of hypothermia. Accordingly, Water is a major consideration - for drinking and cooking. The problem comes with keeping your water liquid in freezing conditions. When planning your hiking route, think about if there will be flowing water/streams that will not be completely frozen - that way you can use a water filter and not have to melt snow/ice. I avoid conditions where I would need to melt snow for water, because it requires a lot of fuel (usually white gas), whereas I like to use my Trangia alcohol stove. I use my Sawyer Squeeze filter even in winter, but care must be taken to shake the excess water out after use so that it doesn’t freeze up; and be careful with the mylar squeeze bag because it is more fragile at low temperatures (I have split a seam after prolonged use below freezing). Once you get your water, you have to keep it liquid - so, in winter, I swap out my reservoir for a couple of vacuum insulated Thermos’. Vacuum bottles can keep your water flowing, and can also be used for retained heat cooking to prolong your fuel supply.
Related to warmth is the ability for your body to heat itself. During the day, when you are moving and hiking, it is not difficult to stay warm and keep heat flowing to your extemities; but that activity requires fuel in the way of Calories. More important is to load up on calories before bed so that your body has plenty of fuel to burn while you are sleeping - also keep a snack or protein bar in your sleeping bag for a quick re-fuel if you wake up in the night. Pack calorie dense foods, high in protein, fat, and carbs. I try to consume around 3,000-3,500 calories per day when winter camping; but I know some recommend as much as 5,000 calories (depends on how strenuous your activity level is).

The other main difference in my winter gear list is using my heavier, 4-season, tent - my Terra Nova Duolite. The double walled tent is pretty warm, retains heat well, and doesn’t have issues with condensation. Plus, it can hold up to heavy winds and snow loads.
So with all that said, here is my typical Winter Gear List:
Gear List (PDF)
The base weight (without water, food and fuel) is about 27 pounds. This is about 4-7 pounds heavier than my pack weight during the shoulder seasons or summertime. I have a good balance between cost and weight with my gear, but I could probably shave a couple of pounds if I really wanted to. I could save a pound by trading my parang for a fixed-blade knife. I could save another 1.5 pounds by not using my bear canister during winter (when bears are hybernating), but it is convenient for packing my food and protects it from mice and other rodents, too.
Again, I use this setup down to about 0-degrees F. Going lower than that would probably require a warmer sleeping bag, melting snow for water, and/or a hot-tent. I’m actually building a packable tent stove to do some hot-tenting, and I’ll report on that when complete.
Be warm and be safe.
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